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 | 0,37% | 5,26 CHF | 5,28 CHF | 30 000 | 30 000 | 34 773 | 34 773 | 178 248 CHF | 178 912 CHF | 100,00% | 100,00% |
15/07/2024 | 0,35% | 5,22 CHF | 5,24 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 182 082 CHF | 182 717 CHF | 100,00% | 100,00% |
12/07/2024 | 0,36% | 4,98 CHF | 4,99 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 171 096 CHF | 171 707 CHF | 100,00% | 100,00% |
11/07/2024 | 0,28% | 4,72 CHF | 4,73 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 188 255 CHF | 188 780 CHF | 100,00% | 100,00% |
10/07/2024 | 0,27% | 4,56 CHF | 4,57 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 174 757 CHF | 175 234 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 4,23 CHF | 4,24 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 170 935 CHF | 171 430 CHF | 100,00% | 100,00% |
08/07/2024 | 0,28% | 4,14 CHF | 4,16 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 166 019 CHF | 166 490 CHF | 100,00% | 100,00% |
05/07/2024 | 0,28% | 4,15 CHF | 4,17 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 170 868 CHF | 171 352 CHF | 100,00% | 100,00% |
04/07/2024 | 0,30% | 4,15 CHF | 4,16 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 162 345 CHF | 162 837 CHF | 100,00% | 100,00% |
03/07/2024 | 0,30% | 4,36 CHF | 4,37 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 176 674 CHF | 177 196 CHF | 100,00% | 100,00% |