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 | 1,43% | 6,04 CHF | 6,12 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 56 587 CHF | 57 404 CHF | 99,98% | 99,98% |
15/07/2024 | 1,14% | 6,90 CHF | 6,98 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 70 775 CHF | 71 584 CHF | 98,07% | 98,07% |
12/07/2024 | 1,19% | 6,80 CHF | 6,88 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 67 105 CHF | 67 905 CHF | 98,63% | 98,63% |
11/07/2024 | 1,16% | 6,75 CHF | 6,83 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 69 356 CHF | 70 163 CHF | 96,91% | 96,91% |
10/07/2024 | 1,20% | 6,69 CHF | 6,77 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 64 894 CHF | 65 680 CHF | 100,00% | 100,00% |
09/07/2024 | 1,15% | 6,75 CHF | 6,83 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 67 757 CHF | 68 538 CHF | 100,00% | 100,00% |
08/07/2024 | 0,98% | 6,56 CHF | 6,63 CHF | 20 000 | 20 000 | 19 883 | 19 883 | 122 687 CHF | 123 887 CHF | 99,97% | 99,97% |
05/07/2024 | 1,54% | 5,39 CHF | 5,48 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 55 574 CHF | 56 437 CHF | 99,52% | 99,52% |
04/07/2024 | 1,45% | 5,58 CHF | 5,66 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 54 931 CHF | 55 731 CHF | 100,00% | 100,00% |
03/07/2024 | 1,67% | 5,19 CHF | 5,28 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 26 008 CHF | 26 446 CHF | 99,72% | 99,72% |