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 | 0,38% | 3,11 CHF | 3,12 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 124 269 CHF | 124 738 CHF | 100,00% | 100,00% |
15/07/2024 | 0,37% | 3,01 CHF | 3,02 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 127 435 CHF | 127 911 CHF | 100,00% | 100,00% |
12/07/2024 | 0,39% | 2,76 CHF | 2,78 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 114 221 CHF | 114 672 CHF | 100,00% | 100,00% |
11/07/2024 | 0,39% | 2,95 CHF | 2,96 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 119 738 CHF | 120 207 CHF | 100,00% | 100,00% |
10/07/2024 | 0,39% | 3,04 CHF | 3,05 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 108 619 CHF | 109 047 CHF | 100,00% | 100,00% |
09/07/2024 | 0,39% | 3,12 CHF | 3,13 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 106 398 CHF | 106 813 CHF | 100,00% | 100,00% |
08/07/2024 | 0,38% | 3,12 CHF | 3,13 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 108 376 CHF | 108 789 CHF | 100,00% | 100,00% |
05/07/2024 | 0,37% | 3,18 CHF | 3,19 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 108 491 CHF | 108 895 CHF | 100,00% | 100,00% |
04/07/2024 | 0,40% | 3,07 CHF | 3,09 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 108 087 CHF | 108 525 CHF | 100,00% | 100,00% |
03/07/2024 | 0,39% | 3,12 CHF | 3,13 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 111 117 CHF | 111 548 CHF | 100,00% | 100,00% |