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 | 0,60% | 3,11 CHF | 3,13 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 61 414 CHF | 23 169 CHF | 100,00% | 100,00% |
15/07/2024 | 0,57% | 3,10 CHF | 3,12 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 64 060 CHF | 24 160 CHF | 92,98% | 92,98% |
12/07/2024 | 0,54% | 3,24 CHF | 3,26 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 65 457 CHF | 24 680 CHF | 99,01% | 99,01% |
11/07/2024 | 0,53% | 3,21 CHF | 3,23 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 63 936 CHF | 24 104 CHF | 97,35% | 97,35% |
10/07/2024 | 0,55% | 3,03 CHF | 3,04 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 59 941 CHF | 22 602 CHF | 100,00% | 100,00% |
09/07/2024 | 0,54% | 3,03 CHF | 3,04 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 59 958 CHF | 22 607 CHF | 100,00% | 100,00% |
08/07/2024 | 0,58% | 2,99 CHF | 3,01 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 59 631 CHF | 22 492 CHF | 99,80% | 99,80% |
05/07/2024 | 0,58% | 2,97 CHF | 2,98 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 59 125 CHF | 22 300 CHF | 98,81% | 98,81% |
04/07/2024 | 0,61% | 2,92 CHF | 2,94 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 58 030 CHF | 21 894 CHF | 100,00% | 100,00% |
03/07/2024 | 0,55% | 2,76 CHF | 2,78 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 55 313 CHF | 20 857 CHF | 99,73% | 99,73% |