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 | 0,59% | 3,06 CHF | 3,07 CHF | 100 000 | 100 000 | 44 185 | 44 185 | 133 534 CHF | 134 202 CHF | 99,88% | 99,88% |
15/07/2024 | 0,58% | 3,21 CHF | 3,22 CHF | 95 000 | 95 000 | 44 234 | 44 234 | 137 130 CHF | 137 801 CHF | 99,26% | 99,26% |
12/07/2024 | 0,54% | 2,97 CHF | 2,98 CHF | 100 000 | 100 000 | 45 191 | 45 191 | 131 562 CHF | 132 151 CHF | 100,00% | 100,00% |
11/07/2024 | 0,58% | 2,96 CHF | 2,97 CHF | 100 000 | 100 000 | 44 418 | 44 418 | 135 462 CHF | 136 133 CHF | 99,97% | 99,97% |
10/07/2024 | 0,53% | 2,94 CHF | 2,95 CHF | 100 000 | 100 000 | 44 714 | 44 714 | 130 909 CHF | 131 489 CHF | 100,00% | 100,00% |
09/07/2024 | 0,57% | 2,90 CHF | 2,91 CHF | 100 000 | 100 000 | 44 726 | 44 726 | 132 657 CHF | 133 292 CHF | 99,99% | 99,99% |
08/07/2024 | 0,61% | 2,94 CHF | 2,95 CHF | 100 000 | 100 000 | 44 388 | 44 388 | 130 197 CHF | 130 867 CHF | 100,00% | 100,00% |
05/07/2024 | 0,59% | 2,83 CHF | 2,84 CHF | 105 000 | 105 000 | 47 592 | 47 592 | 128 358 CHF | 128 980 CHF | 99,61% | 99,61% |
04/07/2024 | 0,58% | 2,63 CHF | 2,64 CHF | 42 000 | 42 000 | 34 048 | 34 048 | 89 616 CHF | 90 100 CHF | 99,65% | 99,65% |
03/07/2024 | 0,58% | 2,67 CHF | 2,68 CHF | 105 000 | 105 000 | 47 165 | 47 165 | 125 024 CHF | 125 638 CHF | 100,00% | 100,00% |