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 | 0,83% | 12,15 CHF | 12,25 CHF | 3 000 | 3 000 | 2 972 | 2 972 | 35 842 CHF | 36 140 CHF | 99,99% | 99,99% |
15/07/2024 | 0,41% | 12,30 CHF | 12,35 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 61 425 CHF | 61 673 CHF | 99,96% | 99,96% |
12/07/2024 | 0,79% | 8,68 CHF | 8,75 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 44 374 CHF | 44 721 CHF | 100,00% | 100,00% |
11/07/2024 | 0,87% | 9,21 CHF | 9,29 CHF | 4 500 | 4 500 | 4 458 | 4 458 | 41 280 CHF | 41 637 CHF | 99,88% | 99,88% |
10/07/2024 | 0,86% | 9,56 CHF | 9,64 CHF | 4 500 | 4 500 | 4 458 | 4 458 | 43 550 CHF | 43 921 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 9,74 CHF | 9,82 CHF | 4 500 | 4 500 | 4 457 | 4 457 | 42 041 CHF | 42 398 CHF | 99,42% | 99,42% |
08/07/2024 | 0,76% | 9,35 CHF | 9,42 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 45 668 CHF | 46 015 CHF | 100,00% | 100,00% |
05/07/2024 | 0,81% | 9,29 CHF | 9,36 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 43 184 CHF | 43 531 CHF | 99,77% | 99,77% |
04/07/2024 | 0,78% | 8,98 CHF | 9,05 CHF | 4 500 | 4 500 | 4 458 | 4 458 | 40 487 CHF | 40 799 CHF | 100,00% | 100,00% |
03/07/2024 | 0,86% | 9,21 CHF | 9,29 CHF | 4 500 | 4 500 | 4 458 | 4 458 | 41 710 CHF | 42 067 CHF | 100,00% | 100,00% |