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 | 1,40% | 2,00 CHF | 2,03 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 19 598 CHF | 19 875 CHF | 100,00% | 100,00% |
15/07/2024 | 1,45% | 1,92 CHF | 1,95 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 19 603 CHF | 19 889 CHF | 100,00% | 100,00% |
12/07/2024 | 1,43% | 2,02 CHF | 2,05 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 19 617 CHF | 19 900 CHF | 100,00% | 100,00% |
11/07/2024 | 1,61% | 1,98 CHF | 2,01 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 17 953 CHF | 18 243 CHF | 100,00% | 100,00% |
10/07/2024 | 0,96% | 3,77 CHF | 3,80 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 28 988 CHF | 29 267 CHF | 100,00% | 100,00% |
09/07/2024 | 0,94% | 3,59 CHF | 3,62 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 28 239 CHF | 28 506 CHF | 100,00% | 100,00% |
08/07/2024 | 0,94% | 3,30 CHF | 3,33 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 30 727 CHF | 31 017 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 3,25 CHF | 3,28 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 26 341 CHF | 26 600 CHF | 100,00% | 100,00% |
04/07/2024 | 0,99% | 3,29 CHF | 3,32 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 26 483 CHF | 26 746 CHF | 100,00% | 100,00% |
03/07/2024 | 1,00% | 3,29 CHF | 3,33 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 29 004 CHF | 29 295 CHF | 100,00% | 100,00% |