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 | 0,76% | 3,24 CHF | 3,25 CHF | 50 000 | 50 000 | 26 416 | 25 358 | 85 469 CHF | 82 540 CHF | 99,49% | 99,49% |
15/07/2024 | 0,69% | 3,27 CHF | 3,28 CHF | 50 000 | 50 000 | 31 348 | 30 641 | 103 258 CHF | 101 501 CHF | 55,57% | 55,57% |
12/07/2024 | 0,55% | 3,17 CHF | 3,18 CHF | 50 000 | 50 000 | 38 881 | 38 668 | 122 397 CHF | 122 272 CHF | 33,82% | 33,82% |
11/07/2024 | 0,77% | 3,07 CHF | 3,08 CHF | 50 000 | 50 000 | 29 598 | 28 017 | 92 445 CHF | 87 998 CHF | 66,53% | 66,53% |
10/07/2024 | 0,83% | 3,14 CHF | 3,15 CHF | 50 000 | 50 000 | 27 073 | 25 908 | 84 163 CHF | 81 086 CHF | 90,27% | 90,27% |
09/07/2024 | 0,88% | 3,02 CHF | 3,03 CHF | 50 000 | 50 000 | 26 315 | 25 255 | 78 711 CHF | 76 152 CHF | 99,31% | 99,31% |
08/07/2024 | 0,88% | 2,95 CHF | 2,96 CHF | 50 000 | 50 000 | 27 780 | 26 499 | 81 559 CHF | 78 377 CHF | 82,08% | 82,08% |
05/07/2024 | 0,94% | 2,87 CHF | 2,88 CHF | 50 000 | 50 000 | 26 523 | 25 465 | 74 152 CHF | 71 778 CHF | 98,35% | 98,35% |
04/07/2024 | 0,86% | 2,80 CHF | 2,81 CHF | 50 000 | 50 000 | 27 909 | 27 628 | 77 561 CHF | 77 346 CHF | 81,13% | 81,13% |
03/07/2024 | 0,88% | 2,70 CHF | 2,71 CHF | 50 000 | 50 000 | 27 560 | 26 693 | 79 050 CHF | 77 109 CHF | 84,87% | 84,87% |