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 | 0,51% | 1,92 CHF | 1,93 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 29 065 CHF | 29 215 CHF | 100,00% | 100,00% |
15/07/2024 | 0,69% | 1,89 CHF | 1,90 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 18 582 CHF | 18 711 CHF | 99,82% | 99,82% |
12/07/2024 | 0,40% | 3,19 CHF | 3,20 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 30 976 CHF | 31 100 CHF | 100,00% | 100,00% |
11/07/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 29 994 CHF | 30 096 CHF | 100,00% | 100,00% |
10/07/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 28 488 CHF | 28 588 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 2,86 CHF | 2,87 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 29 563 CHF | 29 665 CHF | 100,00% | 100,00% |
08/07/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 30 299 CHF | 30 403 CHF | 100,00% | 100,00% |
05/07/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 32 105 CHF | 32 213 CHF | 100,00% | 100,00% |
04/07/2024 | 0,33% | 3,12 CHF | 3,13 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 30 894 CHF | 30 997 CHF | 100,00% | 100,00% |
03/07/2024 | 0,34% | 3,04 CHF | 3,05 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 29 994 CHF | 30 096 CHF | 100,00% | 100,00% |