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 | 0,80% | 3,89 CHF | 3,90 CHF | 88 000 | 88 000 | 39 544 | 39 544 | 153 766 CHF | 154 687 CHF | 99,90% | 99,90% |
15/07/2024 | 0,79% | 3,92 CHF | 3,93 CHF | 88 000 | 88 000 | 36 328 | 36 328 | 143 449 CHF | 144 247 CHF | 99,99% | 99,99% |
12/07/2024 | 0,83% | 3,82 CHF | 3,83 CHF | 89 000 | 89 000 | 40 272 | 40 272 | 152 075 CHF | 153 019 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 3,72 CHF | 3,73 CHF | 90 000 | 90 000 | 40 253 | 40 253 | 151 636 CHF | 152 573 CHF | 99,99% | 99,99% |
10/07/2024 | 0,82% | 3,80 CHF | 3,81 CHF | 89 000 | 89 000 | 40 307 | 40 307 | 151 827 CHF | 152 771 CHF | 100,00% | 100,00% |
09/07/2024 | 0,88% | 3,67 CHF | 3,68 CHF | 90 000 | 90 000 | 38 730 | 38 730 | 141 354 CHF | 142 266 CHF | 99,77% | 99,77% |
08/07/2024 | 0,87% | 3,61 CHF | 3,62 CHF | 91 000 | 91 000 | 41 075 | 41 075 | 147 642 CHF | 148 598 CHF | 99,16% | 99,16% |
05/07/2024 | 0,91% | 3,53 CHF | 3,54 CHF | 92 000 | 92 000 | 41 924 | 41 924 | 144 870 CHF | 145 855 CHF | 99,89% | 99,89% |
04/07/2024 | 1,03% | 3,45 CHF | 3,48 CHF | 37 000 | 37 000 | 30 546 | 30 546 | 104 645 CHF | 105 688 CHF | 99,59% | 99,59% |
03/07/2024 | 0,88% | 3,38 CHF | 3,39 CHF | 94 000 | 94 000 | 41 189 | 41 189 | 145 120 CHF | 146 078 CHF | 100,00% | 100,00% |