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 | 0,78% | 3,09 CHF | 3,10 CHF | 90 000 | 90 000 | 29 218 | 29 218 | 88 743 CHF | 89 182 CHF | 99,42% | 99,42% |
15/07/2024 | 0,79% | 2,96 CHF | 2,97 CHF | 92 000 | 92 000 | 29 679 | 29 679 | 87 439 CHF | 87 879 CHF | 98,90% | 98,90% |
12/07/2024 | 0,80% | 2,95 CHF | 2,96 CHF | 92 000 | 92 000 | 29 877 | 29 877 | 87 974 CHF | 88 425 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 3,08 CHF | 3,09 CHF | 90 000 | 90 000 | 28 383 | 28 383 | 88 605 CHF | 89 027 CHF | 99,98% | 99,98% |
10/07/2024 | 0,73% | 3,13 CHF | 3,14 CHF | 88 000 | 88 000 | 28 292 | 28 292 | 90 392 CHF | 90 814 CHF | 99,90% | 99,90% |
09/07/2024 | 0,73% | 3,32 CHF | 3,33 CHF | 86 000 | 86 000 | 27 921 | 27 921 | 91 354 CHF | 91 772 CHF | 99,98% | 99,98% |
08/07/2024 | 0,73% | 3,18 CHF | 3,19 CHF | 88 000 | 88 000 | 28 330 | 28 330 | 90 737 CHF | 91 160 CHF | 99,98% | 99,98% |
05/07/2024 | 0,72% | 3,23 CHF | 3,24 CHF | 88 000 | 88 000 | 28 183 | 28 183 | 90 606 CHF | 91 028 CHF | 99,71% | 99,71% |
04/07/2024 | 0,78% | 3,18 CHF | 3,20 CHF | 18 000 | 18 000 | 13 208 | 13 208 | 42 430 CHF | 42 741 CHF | 94,02% | 94,02% |
03/07/2024 | 0,70% | 3,26 CHF | 3,27 CHF | 88 000 | 88 000 | 27 956 | 27 956 | 92 137 CHF | 92 556 CHF | 99,52% | 99,52% |