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 | 0,55% | 3,26 CHF | 3,27 CHF | 100 000 | 100 000 | 44 186 | 44 186 | 142 323 CHF | 142 991 CHF | 99,87% | 99,87% |
15/07/2024 | 0,55% | 3,41 CHF | 3,42 CHF | 95 000 | 95 000 | 44 234 | 44 234 | 145 912 CHF | 146 583 CHF | 99,26% | 99,26% |
12/07/2024 | 0,50% | 3,17 CHF | 3,18 CHF | 100 000 | 100 000 | 45 191 | 45 191 | 140 529 CHF | 141 118 CHF | 100,00% | 100,00% |
11/07/2024 | 0,55% | 3,16 CHF | 3,17 CHF | 100 000 | 100 000 | 44 500 | 44 500 | 144 482 CHF | 145 155 CHF | 99,98% | 99,98% |
10/07/2024 | 0,50% | 3,14 CHF | 3,15 CHF | 100 000 | 100 000 | 44 714 | 44 714 | 139 753 CHF | 140 334 CHF | 100,00% | 100,00% |
09/07/2024 | 0,53% | 3,10 CHF | 3,11 CHF | 100 000 | 100 000 | 44 726 | 44 726 | 141 574 CHF | 142 209 CHF | 99,99% | 99,99% |
08/07/2024 | 0,57% | 3,14 CHF | 3,15 CHF | 100 000 | 100 000 | 44 388 | 44 388 | 138 957 CHF | 139 627 CHF | 100,00% | 100,00% |
05/07/2024 | 0,55% | 3,03 CHF | 3,04 CHF | 105 000 | 105 000 | 47 597 | 47 597 | 137 866 CHF | 138 488 CHF | 99,63% | 99,63% |
04/07/2024 | 0,54% | 2,83 CHF | 2,84 CHF | 42 000 | 42 000 | 34 048 | 34 048 | 96 334 CHF | 96 817 CHF | 99,65% | 99,65% |
03/07/2024 | 0,54% | 2,87 CHF | 2,88 CHF | 105 000 | 105 000 | 47 164 | 47 164 | 134 370 CHF | 134 984 CHF | 100,00% | 100,00% |