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 | 5,73% | 6,33 CHF | 6,53 CHF | 25 000 | 25 000 | 13 210 | 12 946 | 83 649 CHF | 86 218 CHF | 99,44% | 99,44% |
15/07/2024 | 5,81% | 6,71 CHF | 6,90 CHF | 25 000 | 25 000 | 13 214 | 12 950 | 81 350 CHF | 83 834 CHF | 99,33% | 99,33% |
12/07/2024 | 5,68% | 6,26 CHF | 6,46 CHF | 25 000 | 25 000 | 13 288 | 13 083 | 82 470 CHF | 85 378 CHF | 97,10% | 97,10% |
11/07/2024 | 5,66% | 6,48 CHF | 6,70 CHF | 20 000 | 20 000 | 12 169 | 11 909 | 85 131 CHF | 87 736 CHF | 98,01% | 98,01% |
10/07/2024 | 5,50% | 7,23 CHF | 7,46 CHF | 20 000 | 20 000 | 12 138 | 11 611 | 91 877 CHF | 92 354 CHF | 99,56% | 99,56% |
09/07/2024 | 5,44% | 8,07 CHF | 8,30 CHF | 20 000 | 20 000 | 12 136 | 11 610 | 94 256 CHF | 94 735 CHF | 99,62% | 99,62% |
08/07/2024 | 5,55% | 7,76 CHF | 7,99 CHF | 20 000 | 20 000 | 12 137 | 11 610 | 93 671 CHF | 94 202 CHF | 99,62% | 99,62% |
05/07/2024 | 5,53% | 8,10 CHF | 8,32 CHF | 20 000 | 20 000 | 12 176 | 11 650 | 92 444 CHF | 92 984 CHF | 98,26% | 98,26% |
04/07/2024 | 5,61% | 7,55 CHF | 7,78 CHF | 20 000 | 20 000 | 12 158 | 11 629 | 90 374 CHF | 90 900 CHF | 99,13% | 99,13% |
03/07/2024 | 5,35% | 7,51 CHF | 7,73 CHF | 20 000 | 20 000 | 12 147 | 11 886 | 90 126 CHF | 92 628 CHF | 99,63% | 99,63% |