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 | 1,20% | 5,32 CHF | 5,38 CHF | 2 800 | 2 800 | 2 811 | 2 811 | 14 013 CHF | 14 182 CHF | 100,00% | 100,00% |
15/07/2024 | 1,16% | 5,00 CHF | 5,06 CHF | 2 700 | 2 700 | 2 700 | 2 700 | 13 872 CHF | 14 034 CHF | 99,99% | 99,99% |
12/07/2024 | 1,12% | 5,67 CHF | 5,73 CHF | 2 800 | 2 800 | 2 800 | 2 800 | 14 911 CHF | 15 079 CHF | 100,00% | 100,00% |
11/07/2024 | 1,03% | 5,37 CHF | 5,42 CHF | 3 100 | 3 100 | 3 163 | 3 163 | 15 279 CHF | 15 437 CHF | 99,82% | 99,82% |
10/07/2024 | 1,10% | 4,49 CHF | 4,54 CHF | 3 800 | 3 800 | 3 800 | 3 800 | 17 129 CHF | 17 319 CHF | 100,00% | 100,00% |
09/07/2024 | 1,50% | 3,95 CHF | 4,01 CHF | 2 500 | 2 500 | 2 501 | 2 501 | 11 083 CHF | 11 251 CHF | 99,73% | 99,73% |
08/07/2024 | 1,16% | 5,68 CHF | 5,75 CHF | 2 200 | 2 200 | 2 200 | 2 200 | 13 219 CHF | 13 373 CHF | 99,99% | 99,99% |
05/07/2024 | 1,07% | 6,84 CHF | 6,92 CHF | 2 100 | 2 100 | 2 009 | 2 009 | 14 909 CHF | 15 069 CHF | 99,80% | 99,80% |
04/07/2024 | 1,10% | 7,20 CHF | 7,28 CHF | 2 100 | 2 100 | 2 100 | 2 100 | 15 166 CHF | 15 334 CHF | 100,00% | 100,00% |
03/07/2024 | 1,00% | 7,18 CHF | 7,25 CHF | 2 300 | 2 300 | 2 330 | 2 330 | 16 272 CHF | 16 435 CHF | 100,00% | 100,00% |