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 | 0,84% | 3,85 CHF | 3,86 CHF | 20 000 | 10 000 | 20 000 | 5 805 | 80 645 CHF | 23 463 CHF | 99,49% | 99,49% |
15/07/2024 | 0,87% | 3,81 CHF | 3,82 CHF | 20 000 | 10 000 | 20 000 | 5 908 | 76 827 CHF | 22 828 CHF | 88,30% | 88,30% |
12/07/2024 | 0,82% | 3,91 CHF | 3,92 CHF | 20 000 | 10 000 | 20 000 | 5 819 | 82 414 CHF | 24 019 CHF | 98,65% | 98,65% |
11/07/2024 | 0,84% | 3,99 CHF | 4,00 CHF | 20 000 | 10 000 | 20 000 | 5 803 | 81 215 CHF | 23 636 CHF | 99,11% | 99,11% |
10/07/2024 | 0,83% | 4,63 CHF | 4,64 CHF | 20 000 | 10 000 | 20 000 | 5 804 | 82 591 CHF | 24 596 CHF | 99,62% | 99,62% |
09/07/2024 | 0,95% | 4,10 CHF | 4,11 CHF | 20 000 | 10 000 | 20 000 | 5 804 | 73 178 CHF | 21 832 CHF | 99,62% | 99,62% |
08/07/2024 | 0,58% | 3,46 CHF | 3,47 CHF | 20 000 | 10 000 | 20 000 | 5 847 | 64 815 CHF | 19 221 CHF | 94,58% | 94,58% |
05/07/2024 | 0,56% | 2,97 CHF | 2,98 CHF | 20 000 | 10 000 | 20 000 | 5 826 | 64 950 CHF | 18 743 CHF | 98,20% | 98,20% |
04/07/2024 | 0,55% | 3,40 CHF | 3,41 CHF | 20 000 | 10 000 | 20 000 | 5 814 | 68 232 CHF | 19 941 CHF | 99,16% | 99,16% |
03/07/2024 | 0,50% | 3,38 CHF | 3,39 CHF | 20 000 | 10 000 | 20 000 | 5 812 | 74 027 CHF | 21 336 CHF | 99,59% | 99,59% |