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 | 0,30% | 3,41 CHF | 3,42 CHF | 35 000 | 35 000 | 35 013 | 35 013 | 116 807 CHF | 117 157 CHF | 100,00% | 100,00% |
15/07/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 35 000 | 35 000 | 34 131 | 34 131 | 123 766 CHF | 124 108 CHF | 100,00% | 100,00% |
12/07/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 123 110 CHF | 123 457 CHF | 100,00% | 100,00% |
11/07/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 35 000 | 35 000 | 34 345 | 34 345 | 123 615 CHF | 123 959 CHF | 99,82% | 99,82% |
10/07/2024 | 0,29% | 3,55 CHF | 3,56 CHF | 35 000 | 35 000 | 34 668 | 34 668 | 121 507 CHF | 121 854 CHF | 99,31% | 100,00% |
09/07/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 35 000 | 35 000 | 34 346 | 34 346 | 122 473 CHF | 122 817 CHF | 99,95% | 99,95% |
08/07/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 35 000 | 35 000 | 34 670 | 34 670 | 118 669 CHF | 119 017 CHF | 99,99% | 99,99% |
05/07/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 36 000 | 36 000 | 35 399 | 35 399 | 115 830 CHF | 116 185 CHF | 100,00% | 100,00% |
04/07/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 36 000 | 36 000 | 35 644 | 35 644 | 116 077 CHF | 116 434 CHF | 100,00% | 100,00% |
03/07/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 36 000 | 36 000 | 35 660 | 35 660 | 113 565 CHF | 113 922 CHF | 99,06% | 99,06% |