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 | 0,75% | 30,05 CHF | 30,25 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 119 317 CHF | 120 214 CHF | 63,04% | 63,04% |
15/07/2024 | 0,74% | 29,80 CHF | 30,05 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 119 322 CHF | 120 210 CHF | 54,61% | 54,61% |
12/07/2024 | 0,75% | 30,25 CHF | 30,50 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 120 062 CHF | 120 964 CHF | 87,40% | 87,40% |
11/07/2024 | 0,75% | 29,38 CHF | 29,60 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 117 449 CHF | 118 330 CHF | 1,36% | 1,36% |
10/07/2024 | 0,76% | 29,36 CHF | 29,58 CHF | 4 000 | 4 000 | 3 961 | 3 961 | 116 390 CHF | 117 267 CHF | 92,68% | 92,68% |
09/07/2024 | 1,24% | 28,86 CHF | 29,22 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 57 707 CHF | 58 427 CHF | 1,87% | 1,87% |
08/07/2024 | 0,75% | 29,90 CHF | 30,10 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 120 290 CHF | 121 190 CHF | 98,27% | 98,27% |
05/07/2024 | 0,76% | 30,55 CHF | 30,75 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 123 293 CHF | 124 231 CHF | 90,97% | 90,97% |
04/07/2024 | 0,77% | 30,70 CHF | 30,95 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 122 935 CHF | 123 881 CHF | 74,62% | 74,62% |
03/07/2024 | 0,74% | 30,70 CHF | 30,95 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 122 373 CHF | 123 280 CHF | 88,67% | 88,67% |