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 | 0,73% | 3,31 CHF | 3,32 CHF | 90 000 | 90 000 | 29 217 | 29 217 | 95 038 CHF | 95 478 CHF | 99,42% | 99,42% |
15/07/2024 | 0,73% | 3,18 CHF | 3,19 CHF | 92 000 | 92 000 | 29 681 | 29 681 | 93 842 CHF | 94 282 CHF | 98,89% | 98,89% |
12/07/2024 | 0,74% | 3,16 CHF | 3,17 CHF | 92 000 | 92 000 | 29 877 | 29 877 | 94 387 CHF | 94 838 CHF | 100,00% | 100,00% |
11/07/2024 | 0,70% | 3,29 CHF | 3,30 CHF | 90 000 | 90 000 | 28 377 | 28 377 | 94 672 CHF | 95 094 CHF | 99,97% | 99,97% |
10/07/2024 | 0,68% | 3,35 CHF | 3,36 CHF | 88 000 | 88 000 | 28 292 | 28 292 | 96 505 CHF | 96 927 CHF | 99,90% | 99,90% |
09/07/2024 | 0,68% | 3,54 CHF | 3,55 CHF | 86 000 | 86 000 | 27 905 | 27 905 | 97 315 CHF | 97 733 CHF | 99,98% | 99,98% |
08/07/2024 | 0,68% | 3,40 CHF | 3,41 CHF | 88 000 | 88 000 | 28 329 | 28 329 | 96 832 CHF | 97 255 CHF | 99,98% | 99,98% |
05/07/2024 | 0,68% | 3,44 CHF | 3,45 CHF | 88 000 | 88 000 | 28 180 | 28 180 | 96 652 CHF | 97 074 CHF | 99,70% | 99,70% |
04/07/2024 | 0,73% | 3,40 CHF | 3,42 CHF | 18 000 | 18 000 | 13 216 | 13 216 | 45 289 CHF | 45 601 CHF | 94,01% | 94,01% |
03/07/2024 | 0,66% | 3,47 CHF | 3,48 CHF | 88 000 | 88 000 | 27 956 | 27 956 | 98 160 CHF | 98 579 CHF | 99,52% | 99,52% |