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% | 3,44 CHF | 3,45 CHF | 30 000 | 30 000 | 29 757 | 29 757 | 100 116 CHF | 100 416 CHF | 99,66% | 99,66% |
15/07/2024 | 0,27% | 3,61 CHF | 3,62 CHF | 30 000 | 30 000 | 29 999 | 29 999 | 109 518 CHF | 109 818 CHF | 99,99% | 99,99% |
12/07/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 107 072 CHF | 107 372 CHF | 100,00% | 100,00% |
11/07/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 108 536 CHF | 108 836 CHF | 99,98% | 99,98% |
10/07/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 105 823 CHF | 106 123 CHF | 100,00% | 100,00% |
09/07/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 30 000 | 30 000 | 29 903 | 29 903 | 107 285 CHF | 107 585 CHF | 100,00% | 100,00% |
08/07/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 30 000 | 30 000 | 29 951 | 29 951 | 103 284 CHF | 103 584 CHF | 100,00% | 100,00% |
05/07/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 99 034 CHF | 99 334 CHF | 99,96% | 99,96% |
04/07/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 98 587 CHF | 98 887 CHF | 100,00% | 100,00% |
03/07/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 96 551 CHF | 96 851 CHF | 100,00% | 100,00% |