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 | 0,37% | 2,63 CHF | 2,64 CHF | 100 000 | 100 000 | 39 615 | 39 615 | 106 100 CHF | 106 496 CHF | 90,81% | 90,81% |
15/07/2024 | 0,37% | 2,83 CHF | 2,84 CHF | 100 000 | 100 000 | 39 530 | 39 530 | 108 652 CHF | 109 047 CHF | 90,61% | 90,61% |
12/07/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 100 000 | 100 000 | 39 295 | 39 295 | 111 519 CHF | 111 912 CHF | 83,17% | 83,17% |
11/07/2024 | 0,30% | 3,10 CHF | 3,11 CHF | 100 000 | 100 000 | 39 992 | 39 992 | 130 480 CHF | 130 880 CHF | 94,00% | 94,00% |
10/07/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 100 000 | 100 000 | 40 656 | 40 656 | 134 120 CHF | 134 527 CHF | 96,88% | 96,88% |
09/07/2024 | 1,51% | 3,28 CHF | 3,33 CHF | 10 000 | 10 000 | 3 992 | 3 992 | 13 184 CHF | 13 383 CHF | 96,76% | 96,76% |
08/07/2024 | 1,45% | 3,26 CHF | 3,51 CHF | 10 000 | 2 000 | 4 192 | 4 192 | 14 332 CHF | 14 541 CHF | 11,00% | 83,88% |
05/07/2024 | 0,59% | 3,29 CHF | 3,34 CHF | 10 000 | 10 000 | 21 697 | 21 697 | 64 678 CHF | 64 977 CHF | 97,68% | 97,68% |
04/07/2024 | 1,51% | 2,96 CHF | 3,01 CHF | 5 000 | 5 000 | 11 000 | 11 000 | 32 424 CHF | 32 707 CHF | 79,34% | 79,34% |
03/07/2024 | 1,68% | 2,91 CHF | 2,96 CHF | 10 000 | 10 000 | 4 083 | 4 083 | 11 945 CHF | 12 149 CHF | 86,73% | 86,73% |