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 | 1,37% | 6,24 CHF | 6,32 CHF | 9 000 | 9 000 | 8 978 | 8 978 | 55 111 CHF | 55 868 CHF | 100,00% | 100,00% |
15/07/2024 | 1,32% | 6,38 CHF | 6,46 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 57 658 CHF | 58 424 CHF | 100,00% | 100,00% |
12/07/2024 | 1,31% | 6,64 CHF | 6,72 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 58 185 CHF | 58 950 CHF | 100,00% | 100,00% |
11/07/2024 | 1,35% | 6,42 CHF | 6,51 CHF | 9 000 | 9 000 | 8 955 | 8 955 | 56 128 CHF | 56 885 CHF | 100,00% | 100,00% |
10/07/2024 | 1,33% | 6,27 CHF | 6,36 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 61 920 CHF | 62 751 CHF | 100,00% | 100,00% |
09/07/2024 | 1,36% | 5,90 CHF | 5,98 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 60 498 CHF | 61 327 CHF | 100,00% | 100,00% |
08/07/2024 | 1,35% | 6,24 CHF | 6,32 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 56 948 CHF | 57 722 CHF | 100,00% | 100,00% |
05/07/2024 | 1,31% | 6,41 CHF | 6,49 CHF | 9 000 | 9 000 | 8 977 | 8 977 | 58 262 CHF | 59 024 CHF | 100,00% | 100,00% |
04/07/2024 | 1,32% | 6,24 CHF | 6,32 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 62 456 CHF | 63 289 CHF | 100,00% | 100,00% |
03/07/2024 | 1,27% | 6,14 CHF | 6,22 CHF | 10 000 | 10 000 | 9 973 | 9 973 | 60 362 CHF | 61 131 CHF | 100,00% | 100,00% |