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 | 0,62% | 3,29 CHF | 3,31 CHF | 35 000 | 35 000 | 35 030 | 35 030 | 113 443 CHF | 114 143 CHF | 100,00% | 100,00% |
15/07/2024 | 0,59% | 3,29 CHF | 3,31 CHF | 35 000 | 35 000 | 34 980 | 34 980 | 119 048 CHF | 119 748 CHF | 99,99% | 99,99% |
12/07/2024 | 0,59% | 3,44 CHF | 3,46 CHF | 35 000 | 35 000 | 44 295 | 44 295 | 150 392 CHF | 151 278 CHF | 100,00% | 100,00% |
11/07/2024 | 0,58% | 3,41 CHF | 3,43 CHF | 46 000 | 46 000 | 45 974 | 45 974 | 156 923 CHF | 157 843 CHF | 99,98% | 99,98% |
10/07/2024 | 0,60% | 3,37 CHF | 3,39 CHF | 46 000 | 46 000 | 46 382 | 46 382 | 155 350 CHF | 156 278 CHF | 100,00% | 100,00% |
09/07/2024 | 0,57% | 3,43 CHF | 3,45 CHF | 46 000 | 46 000 | 46 319 | 46 319 | 159 117 CHF | 160 028 CHF | 100,00% | 100,00% |
08/07/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 58 000 | 58 000 | 58 147 | 58 147 | 192 859 CHF | 193 440 CHF | 100,00% | 100,00% |
05/07/2024 | 0,30% | 3,25 CHF | 3,26 CHF | 59 000 | 59 000 | 58 354 | 58 354 | 192 383 CHF | 192 967 CHF | 99,99% | 99,99% |
04/07/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 58 000 | 58 000 | 58 046 | 58 046 | 193 114 CHF | 193 694 CHF | 100,00% | 100,00% |
03/07/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 58 000 | 58 000 | 58 284 | 58 284 | 192 452 CHF | 193 034 CHF | 100,00% | 100,00% |