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 | 0,76% | 3,20 CHF | 3,21 CHF | 90 000 | 90 000 | 29 224 | 29 224 | 91 996 CHF | 92 436 CHF | 99,43% | 99,43% |
15/07/2024 | 0,76% | 3,08 CHF | 3,09 CHF | 92 000 | 92 000 | 29 679 | 29 679 | 90 716 CHF | 91 156 CHF | 98,90% | 98,90% |
12/07/2024 | 0,77% | 3,06 CHF | 3,07 CHF | 92 000 | 92 000 | 29 877 | 29 877 | 91 271 CHF | 91 723 CHF | 100,00% | 100,00% |
11/07/2024 | 0,73% | 3,19 CHF | 3,20 CHF | 90 000 | 90 000 | 28 383 | 28 383 | 91 737 CHF | 92 159 CHF | 99,98% | 99,98% |
10/07/2024 | 0,70% | 3,24 CHF | 3,25 CHF | 88 000 | 88 000 | 28 292 | 28 292 | 93 543 CHF | 93 965 CHF | 99,90% | 99,90% |
09/07/2024 | 0,70% | 3,43 CHF | 3,44 CHF | 86 000 | 86 000 | 27 921 | 27 921 | 94 456 CHF | 94 875 CHF | 99,98% | 99,98% |
08/07/2024 | 0,70% | 3,29 CHF | 3,30 CHF | 88 000 | 88 000 | 28 330 | 28 330 | 93 866 CHF | 94 288 CHF | 99,98% | 99,98% |
05/07/2024 | 0,70% | 3,34 CHF | 3,35 CHF | 88 000 | 88 000 | 28 184 | 28 184 | 93 740 CHF | 94 161 CHF | 99,71% | 99,71% |
04/07/2024 | 0,76% | 3,29 CHF | 3,31 CHF | 18 000 | 18 000 | 13 206 | 13 206 | 43 883 CHF | 44 195 CHF | 94,02% | 94,02% |
03/07/2024 | 0,68% | 3,37 CHF | 3,38 CHF | 88 000 | 88 000 | 27 956 | 27 956 | 95 247 CHF | 95 666 CHF | 99,52% | 99,52% |