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 | 0,90% | 3,42 CHF | 3,45 CHF | 12 600 | 12 600 | 12 535 | 12 535 | 41 689 CHF | 42 065 CHF | 99,98% | 99,98% |
15/07/2024 | 0,86% | 3,50 CHF | 3,53 CHF | 11 600 | 11 600 | 11 613 | 11 613 | 40 566 CHF | 40 915 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 3,78 CHF | 3,81 CHF | 11 300 | 11 300 | 11 253 | 11 253 | 41 799 CHF | 42 136 CHF | 100,00% | 100,00% |
11/07/2024 | 0,84% | 3,72 CHF | 3,75 CHF | 11 200 | 11 200 | 11 230 | 11 230 | 40 119 CHF | 40 456 CHF | 99,98% | 99,98% |
10/07/2024 | 0,78% | 3,76 CHF | 3,79 CHF | 11 300 | 11 300 | 11 255 | 11 255 | 42 916 CHF | 43 253 CHF | 99,99% | 99,99% |
09/07/2024 | 1,00% | 3,71 CHF | 3,75 CHF | 9 600 | 9 600 | 9 553 | 9 553 | 38 183 CHF | 38 565 CHF | 100,00% | 100,00% |
08/07/2024 | 0,87% | 4,59 CHF | 4,63 CHF | 8 400 | 8 400 | 8 365 | 8 365 | 38 448 CHF | 38 783 CHF | 99,98% | 99,98% |
05/07/2024 | 0,61% | 5,09 CHF | 5,12 CHF | 10 300 | 10 300 | 10 487 | 10 487 | 51 344 CHF | 51 658 CHF | 99,22% | 99,22% |
04/07/2024 | 0,53% | 3,97 CHF | 3,99 CHF | 17 300 | 17 300 | 17 439 | 17 439 | 66 304 CHF | 66 653 CHF | 99,49% | 99,49% |
03/07/2024 | 0,93% | 2,28 CHF | 2,30 CHF | 22 300 | 22 300 | 22 441 | 22 441 | 48 177 CHF | 48 626 CHF | 99,35% | 99,35% |