Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,52% | 3,80 CHF | 3,82 CHF | 17 000 | 17 000 | 17 000 | 17 000 | 65 824 CHF | 66 164 CHF | 99,99% | 99,99% |
15/07/2024 | 0,54% | 3,78 CHF | 3,80 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 63 154 CHF | 63 491 CHF | 100,00% | 100,00% |
12/07/2024 | 0,52% | 3,73 CHF | 3,75 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 64 784 CHF | 65 121 CHF | 100,00% | 100,00% |
11/07/2024 | 0,53% | 3,83 CHF | 3,85 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 64 624 CHF | 64 961 CHF | 99,93% | 99,93% |
10/07/2024 | 0,55% | 3,85 CHF | 3,87 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 61 886 CHF | 62 223 CHF | 99,95% | 99,95% |
09/07/2024 | 0,56% | 3,54 CHF | 3,56 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 60 084 CHF | 60 422 CHF | 100,00% | 100,00% |
08/07/2024 | 0,56% | 3,59 CHF | 3,61 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 60 930 CHF | 61 268 CHF | 100,00% | 100,00% |
05/07/2024 | 0,57% | 3,55 CHF | 3,57 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 59 919 CHF | 60 256 CHF | 99,50% | 99,50% |
04/07/2024 | 0,58% | 3,43 CHF | 3,45 CHF | 16 000 | 16 000 | 16 411 | 16 411 | 57 050 CHF | 57 378 CHF | 100,00% | 100,00% |
03/07/2024 | 0,58% | 3,49 CHF | 3,51 CHF | 17 000 | 17 000 | 16 362 | 16 362 | 56 763 CHF | 57 091 CHF | 98,79% | 98,79% |