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 | 0,99% | 3,14 CHF | 3,17 CHF | 40 000 | 40 000 | 39 666 | 39 666 | 121 353 CHF | 122 553 CHF | 99,98% | 99,98% |
15/07/2024 | 0,96% | 3,13 CHF | 3,16 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 123 773 CHF | 124 973 CHF | 100,00% | 100,00% |
12/07/2024 | 0,98% | 3,15 CHF | 3,18 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 121 940 CHF | 123 140 CHF | 100,00% | 100,00% |
11/07/2024 | 0,86% | 3,35 CHF | 3,38 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 139 290 CHF | 140 490 CHF | 99,95% | 99,95% |
10/07/2024 | 0,86% | 3,57 CHF | 3,60 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 139 042 CHF | 140 242 CHF | 100,00% | 100,00% |
09/07/2024 | 0,95% | 3,13 CHF | 3,16 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 125 747 CHF | 126 947 CHF | 99,99% | 99,99% |
08/07/2024 | 1,05% | 2,87 CHF | 2,90 CHF | 40 000 | 40 000 | 39 933 | 39 933 | 114 246 CHF | 115 446 CHF | 100,00% | 100,00% |
05/07/2024 | 1,05% | 2,88 CHF | 2,91 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 114 114 CHF | 115 314 CHF | 99,93% | 99,93% |
04/07/2024 | 1,05% | 2,84 CHF | 2,87 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 113 461 CHF | 114 661 CHF | 100,00% | 100,00% |
03/07/2024 | 1,12% | 2,68 CHF | 2,71 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 106 389 CHF | 107 589 CHF | 100,00% | 100,00% |