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 | 1,97% | 4,07 CHF | 4,12 CHF | 20 000 | 3 000 | 20 000 | 1 127 | 88 919 CHF | 4 892 CHF | 98,07% | 98,07% |
15/07/2024 | 1,69% | 5,15 CHF | 5,20 CHF | 10 000 | 3 000 | 11 352 | 1 129 | 58 401 CHF | 5 814 CHF | 95,84% | 95,84% |
12/07/2024 | 2,18% | 5,34 CHF | 5,39 CHF | 10 000 | 3 000 | 7 193 | 1 131 | 33 823 CHF | 5 536 CHF | 97,62% | 97,62% |
11/07/2024 | 2,18% | 5,72 CHF | 5,82 CHF | 10 000 | 2 000 | 10 000 | 757 | 79 566 CHF | 5 644 CHF | 96,32% | 96,32% |
10/07/2024 | 2,45% | 7,53 CHF | 7,63 CHF | 10 000 | 2 000 | 10 000 | 752 | 72 027 CHF | 5 618 CHF | 97,25% | 97,25% |
09/07/2024 | 1,43% | 6,71 CHF | 6,76 CHF | 10 000 | 3 000 | 10 000 | 1 129 | 62 601 CHF | 7 492 CHF | 97,95% | 97,95% |
08/07/2024 | 1,79% | 5,42 CHF | 5,47 CHF | 10 000 | 3 000 | 14 891 | 1 129 | 73 147 CHF | 6 076 CHF | 97,77% | 97,77% |
05/07/2024 | 1,60% | 5,12 CHF | 5,17 CHF | 10 000 | 3 000 | 10 110 | 1 135 | 55 294 CHF | 6 150 CHF | 96,03% | 96,03% |
04/07/2024 | 2,28% | 5,25 CHF | 5,37 CHF | 600 | 600 | 600 | 600 | 3 131 CHF | 3 203 CHF | 97,98% | 97,98% |
03/07/2024 | 2,25% | 4,89 CHF | 4,94 CHF | 20 000 | 3 000 | 19 996 | 1 154 | 78 651 CHF | 4 789 CHF | 93,53% | 93,53% |