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 | 1,11% | 1,77 CHF | 1,79 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 8 977 CHF | 9 076 CHF | 99,94% | 99,94% |
15/07/2024 | 1,14% | 1,77 CHF | 1,79 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 8 727 CHF | 8 826 CHF | 99,39% | 99,39% |
12/07/2024 | 1,05% | 1,85 CHF | 1,87 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 9 438 CHF | 9 537 CHF | 99,97% | 99,97% |
11/07/2024 | 1,09% | 1,88 CHF | 1,90 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 9 199 CHF | 9 298 CHF | 99,35% | 99,35% |
10/07/2024 | 0,72% | 2,83 CHF | 2,85 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 13 889 CHF | 13 988 CHF | 100,00% | 100,00% |
09/07/2024 | 0,67% | 2,92 CHF | 2,94 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 14 793 CHF | 14 893 CHF | 99,53% | 99,53% |
08/07/2024 | 0,64% | 3,07 CHF | 3,09 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 15 604 CHF | 15 703 CHF | 100,00% | 100,00% |
05/07/2024 | 0,65% | 3,08 CHF | 3,10 CHF | 5 000 | 5 000 | 4 951 | 4 951 | 15 390 CHF | 15 489 CHF | 96,13% | 96,13% |
04/07/2024 | 0,65% | 3,05 CHF | 3,07 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 15 444 CHF | 15 543 CHF | 99,42% | 99,42% |
03/07/2024 | 0,78% | 2,69 CHF | 2,71 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 12 805 CHF | 12 904 CHF | 100,00% | 100,00% |