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 | 0,77% | 4,21 CHF | 4,22 CHF | 20 000 | 10 000 | 20 000 | 5 806 | 87 983 CHF | 25 598 CHF | 99,46% | 99,46% |
15/07/2024 | 0,79% | 4,17 CHF | 4,18 CHF | 20 000 | 10 000 | 20 000 | 5 913 | 84 143 CHF | 25 011 CHF | 88,08% | 88,08% |
12/07/2024 | 0,75% | 4,28 CHF | 4,29 CHF | 20 000 | 10 000 | 20 000 | 5 826 | 89 703 CHF | 26 170 CHF | 98,17% | 98,17% |
11/07/2024 | 0,76% | 4,35 CHF | 4,36 CHF | 20 000 | 10 000 | 20 000 | 5 812 | 88 506 CHF | 25 787 CHF | 99,02% | 99,02% |
10/07/2024 | 0,77% | 4,99 CHF | 5,00 CHF | 20 000 | 10 000 | 19 481 | 5 808 | 87 262 CHF | 26 725 CHF | 99,48% | 99,48% |
09/07/2024 | 0,86% | 4,46 CHF | 4,47 CHF | 20 000 | 10 000 | 20 000 | 5 807 | 80 424 CHF | 23 944 CHF | 99,53% | 99,53% |
08/07/2024 | 0,52% | 3,82 CHF | 3,83 CHF | 20 000 | 10 000 | 20 000 | 5 849 | 72 033 CHF | 21 336 CHF | 94,59% | 94,59% |
05/07/2024 | 0,51% | 3,33 CHF | 3,34 CHF | 20 000 | 10 000 | 20 000 | 5 828 | 72 150 CHF | 20 848 CHF | 98,11% | 98,11% |
04/07/2024 | 0,50% | 3,76 CHF | 3,77 CHF | 20 000 | 10 000 | 20 000 | 5 814 | 75 435 CHF | 22 035 CHF | 99,16% | 99,16% |
03/07/2024 | 0,45% | 3,74 CHF | 3,75 CHF | 20 000 | 10 000 | 20 000 | 5 814 | 81 230 CHF | 23 437 CHF | 99,49% | 99,49% |