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 | 0,70% | 2,87 CHF | 2,89 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 57 679 CHF | 58 085 CHF | 100,00% | 100,00% |
15/07/2024 | 0,74% | 2,85 CHF | 2,87 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 56 795 CHF | 57 217 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 2,86 CHF | 2,88 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 56 202 CHF | 56 639 CHF | 100,00% | 100,00% |
11/07/2024 | 0,55% | 2,88 CHF | 2,90 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 56 938 CHF | 57 249 CHF | 100,00% | 100,00% |
10/07/2024 | 0,63% | 2,87 CHF | 2,89 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 58 227 CHF | 58 595 CHF | 100,00% | 100,00% |
09/07/2024 | 0,60% | 3,14 CHF | 3,16 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 61 660 CHF | 62 031 CHF | 100,00% | 100,00% |
08/07/2024 | 0,58% | 3,18 CHF | 3,20 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 47 335 CHF | 47 610 CHF | 100,00% | 100,00% |
05/07/2024 | 0,57% | 3,21 CHF | 3,22 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 63 567 CHF | 63 933 CHF | 100,00% | 100,00% |
04/07/2024 | 0,59% | 3,18 CHF | 3,20 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 48 079 CHF | 48 363 CHF | 100,00% | 100,00% |
03/07/2024 | 0,60% | 3,27 CHF | 3,29 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 49 219 CHF | 49 514 CHF | 100,00% | 100,00% |