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 | 1,03% | 3,07 CHF | 3,08 CHF | 20 000 | 10 000 | 20 000 | 5 807 | 65 224 CHF | 18 994 CHF | 99,41% | 99,41% |
15/07/2024 | 1,09% | 3,04 CHF | 3,05 CHF | 20 000 | 10 000 | 20 000 | 5 914 | 61 424 CHF | 18 296 CHF | 88,06% | 88,06% |
12/07/2024 | 1,01% | 3,14 CHF | 3,15 CHF | 20 000 | 10 000 | 20 000 | 5 828 | 66 950 CHF | 19 550 CHF | 97,95% | 97,95% |
11/07/2024 | 1,02% | 3,22 CHF | 3,23 CHF | 20 000 | 10 000 | 20 000 | 5 810 | 65 717 CHF | 19 163 CHF | 99,02% | 99,02% |
10/07/2024 | 1,04% | 3,85 CHF | 3,86 CHF | 20 000 | 10 000 | 20 000 | 5 808 | 67 052 CHF | 20 099 CHF | 99,46% | 99,46% |
09/07/2024 | 1,21% | 3,32 CHF | 3,33 CHF | 20 000 | 10 000 | 20 000 | 5 809 | 57 617 CHF | 17 330 CHF | 99,43% | 99,43% |
08/07/2024 | 0,75% | 2,68 CHF | 2,69 CHF | 20 000 | 10 000 | 28 147 | 5 851 | 69 034 CHF | 14 685 CHF | 94,51% | 94,51% |
05/07/2024 | 0,75% | 2,19 CHF | 2,20 CHF | 30 000 | 10 000 | 22 352 | 5 827 | 54 617 CHF | 14 194 CHF | 98,10% | 98,10% |
04/07/2024 | 0,71% | 2,62 CHF | 2,63 CHF | 20 000 | 10 000 | 20 000 | 5 814 | 52 566 CHF | 15 389 CHF | 99,13% | 99,13% |
03/07/2024 | 0,63% | 2,59 CHF | 2,60 CHF | 20 000 | 10 000 | 20 000 | 5 816 | 58 302 CHF | 16 782 CHF | 99,40% | 99,40% |