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 | 0,71% | 3,41 CHF | 3,42 CHF | 90 000 | 90 000 | 29 220 | 29 220 | 97 951 CHF | 98 390 CHF | 99,43% | 99,43% |
15/07/2024 | 0,71% | 3,28 CHF | 3,29 CHF | 92 000 | 92 000 | 29 679 | 29 679 | 96 779 CHF | 97 219 CHF | 98,90% | 98,90% |
12/07/2024 | 0,72% | 3,26 CHF | 3,27 CHF | 92 000 | 92 000 | 29 876 | 29 876 | 97 337 CHF | 97 788 CHF | 100,00% | 100,00% |
11/07/2024 | 0,68% | 3,39 CHF | 3,40 CHF | 90 000 | 90 000 | 28 377 | 28 377 | 97 494 CHF | 97 916 CHF | 99,97% | 99,97% |
10/07/2024 | 0,66% | 3,45 CHF | 3,46 CHF | 88 000 | 88 000 | 28 292 | 28 292 | 99 327 CHF | 99 749 CHF | 99,90% | 99,90% |
09/07/2024 | 0,66% | 3,64 CHF | 3,65 CHF | 86 000 | 86 000 | 27 923 | 27 923 | 100 161 CHF | 100 580 CHF | 99,98% | 99,98% |
08/07/2024 | 0,66% | 3,50 CHF | 3,51 CHF | 88 000 | 88 000 | 28 330 | 28 330 | 99 647 CHF | 100 070 CHF | 99,98% | 99,98% |
05/07/2024 | 0,66% | 3,54 CHF | 3,55 CHF | 88 000 | 88 000 | 28 185 | 28 185 | 99 464 CHF | 99 886 CHF | 99,71% | 99,71% |
04/07/2024 | 0,71% | 3,50 CHF | 3,52 CHF | 18 000 | 18 000 | 13 216 | 13 216 | 46 604 CHF | 46 916 CHF | 94,01% | 94,01% |
03/07/2024 | 0,64% | 3,57 CHF | 3,58 CHF | 88 000 | 88 000 | 27 956 | 27 956 | 100 958 CHF | 101 376 CHF | 99,52% | 99,52% |