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 | 2,33% | 2,02 CHF | 2,05 CHF | 3 000 | 5 000 | 27 910 | 1 854 | 63 799 CHF | 4 066 CHF | 97,33% | 98,05% |
15/07/2024 | 1,92% | 2,71 CHF | 2,74 CHF | 20 000 | 5 000 | 20 524 | 1 883 | 56 075 CHF | 5 104 CHF | 95,85% | 95,85% |
12/07/2024 | 2,98% | 2,84 CHF | 2,56 CHF | 20 000 | 5 000 | 9 385 | 1 446 | 22 059 CHF | 3 539 CHF | 84,84% | 96,99% |
11/07/2024 | 3,42% | 3,28 CHF | 3,38 CHF | 6 000 | 2 000 | 6 000 | 757 | 30 262 CHF | 3 542 CHF | 96,33% | 96,33% |
10/07/2024 | 1,96% | 4,75 CHF | 4,80 CHF | 20 000 | 3 000 | 19 942 | 1 131 | 90 002 CHF | 5 288 CHF | 96,63% | 97,25% |
09/07/2024 | 2,38% | 4,10 CHF | 4,15 CHF | 20 000 | 3 000 | 20 000 | 1 128 | 75 371 CHF | 4 590 CHF | 97,95% | 97,95% |
08/07/2024 | 3,53% | 3,40 CHF | 3,21 CHF | 10 000 | 5 000 | 15 019 | 1 099 | 41 511 CHF | 3 185 CHF | 78,16% | 97,77% |
05/07/2024 | 2,98% | 3,27 CHF | 3,01 CHF | 3 000 | 3 000 | 8 999 | 652 | 29 496 CHF | 2 198 CHF | 76,26% | 96,04% |
04/07/2024 | 3,90% | 3,05 CHF | 3,17 CHF | 600 | 600 | 600 | 600 | 1 814 CHF | 1 886 CHF | 96,53% | 97,14% |
03/07/2024 | 2,45% | 2,84 CHF | 2,87 CHF | 15 000 | 5 000 | 15 000 | 1 924 | 32 527 CHF | 4 447 CHF | 93,53% | 93,53% |