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 | 0,57% | 3,16 CHF | 3,17 CHF | 100 000 | 100 000 | 44 186 | 44 186 | 137 894 CHF | 138 563 CHF | 99,87% | 99,87% |
15/07/2024 | 0,56% | 3,31 CHF | 3,32 CHF | 95 000 | 95 000 | 44 228 | 44 228 | 141 457 CHF | 142 129 CHF | 99,25% | 99,25% |
12/07/2024 | 0,52% | 3,07 CHF | 3,08 CHF | 100 000 | 100 000 | 45 191 | 45 191 | 136 001 CHF | 136 590 CHF | 100,00% | 100,00% |
11/07/2024 | 0,57% | 3,06 CHF | 3,07 CHF | 100 000 | 100 000 | 44 500 | 44 500 | 140 021 CHF | 140 694 CHF | 99,98% | 99,98% |
10/07/2024 | 0,51% | 3,04 CHF | 3,05 CHF | 100 000 | 100 000 | 44 714 | 44 714 | 135 256 CHF | 135 836 CHF | 100,00% | 100,00% |
09/07/2024 | 0,55% | 3,00 CHF | 3,01 CHF | 100 000 | 100 000 | 44 727 | 44 727 | 137 086 CHF | 137 721 CHF | 99,99% | 99,99% |
08/07/2024 | 0,59% | 3,04 CHF | 3,05 CHF | 100 000 | 100 000 | 44 388 | 44 388 | 134 506 CHF | 135 176 CHF | 100,00% | 100,00% |
05/07/2024 | 0,57% | 2,93 CHF | 2,94 CHF | 105 000 | 105 000 | 47 596 | 47 596 | 133 068 CHF | 133 690 CHF | 99,62% | 99,62% |
04/07/2024 | 0,56% | 2,72 CHF | 2,73 CHF | 42 000 | 42 000 | 34 048 | 34 048 | 92 885 CHF | 93 368 CHF | 99,65% | 99,65% |
03/07/2024 | 0,56% | 2,77 CHF | 2,78 CHF | 105 000 | 105 000 | 47 165 | 47 165 | 129 605 CHF | 130 219 CHF | 100,00% | 100,00% |