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 | 3,12% | 6,03 CHF | 6,23 CHF | 10 000 | 2 000 | 10 000 | 2 000 | 65 927 CHF | 13 602 CHF | 99,99% | 99,99% |
15/07/2024 | 3,81% | 5,80 CHF | 6,00 CHF | 10 000 | 2 000 | 5 285 | 1 476 | 30 687 CHF | 8 681 CHF | 94,81% | 94,81% |
12/07/2024 | 3,57% | 5,70 CHF | 5,94 CHF | 10 000 | 2 000 | 10 000 | 2 000 | 66 137 CHF | 13 708 CHF | 83,95% | 83,95% |
11/07/2024 | 3,66% | 6,30 CHF | 6,53 CHF | 10 000 | 2 000 | 10 000 | 2 000 | 63 491 CHF | 13 172 CHF | 86,33% | 86,33% |
10/07/2024 | 3,04% | 6,53 CHF | 6,70 CHF | 10 000 | 2 500 | 10 051 | 2 500 | 54 142 CHF | 13 886 CHF | 100,00% | 100,00% |
09/07/2024 | 3,61% | 4,47 CHF | 4,65 CHF | 15 515 | 2 000 | 15 073 | 2 000 | 70 776 CHF | 9 760 CHF | 99,95% | 99,95% |
08/07/2024 | 3,43% | 4,86 CHF | 5,04 CHF | 15 342 | 2 000 | 12 407 | 2 000 | 62 208 CHF | 10 435 CHF | 92,59% | 92,59% |
05/07/2024 | 3,15% | 4,65 CHF | 4,80 CHF | 18 333 | 2 500 | 17 464 | 2 500 | 81 199 CHF | 12 043 CHF | 98,84% | 98,84% |
04/07/2024 | 4,23% | 3,93 CHF | 4,09 CHF | 16 498 | 2 500 | 2 383 | 1 343 | 9 714 CHF | 5 837 CHF | 100,00% | 100,00% |
03/07/2024 | 4,50% | 4,25 CHF | 4,44 CHF | 1 250 | 1 250 | 1 250 | 1 250 | 5 149 CHF | 5 386 CHF | 99,73% | 99,73% |