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 | 0,77% | 3,52 CHF | 3,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 172 176 CHF | 173 512 CHF | 88,94% | 88,94% |
15/07/2024 | 0,70% | 3,69 CHF | 3,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 186 348 CHF | 187 654 CHF | 96,19% | 96,19% |
12/07/2024 | 0,73% | 3,66 CHF | 3,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 182 340 CHF | 183 669 CHF | 88,64% | 88,64% |
11/07/2024 | 0,73% | 3,66 CHF | 3,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 184 650 CHF | 186 002 CHF | 96,55% | 96,55% |
10/07/2024 | 0,72% | 3,64 CHF | 3,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 180 170 CHF | 181 467 CHF | 97,54% | 97,54% |
09/07/2024 | 0,72% | 3,66 CHF | 3,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 148 CHF | 184 478 CHF | 98,08% | 98,08% |
08/07/2024 | 0,74% | 3,62 CHF | 3,65 CHF | 75 000 | 75 000 | 74 708 | 74 708 | 263 234 CHF | 265 174 CHF | 95,83% | 95,83% |
05/07/2024 | 1,06% | 3,33 CHF | 3,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 84 253 CHF | 85 153 CHF | 98,53% | 98,53% |
04/07/2024 | 1,07% | 3,38 CHF | 3,41 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 125 817 CHF | 127 175 CHF | 97,25% | 97,25% |
03/07/2024 | 1,10% | 3,28 CHF | 3,32 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 82 205 CHF | 83 119 CHF | 94,51% | 94,51% |