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 | 1,93% | 5,08 CHF | 5,19 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 10 408 CHF | 10 611 CHF | 100,00% | 100,00% |
15/07/2024 | 1,56% | 5,74 CHF | 5,82 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 10 951 CHF | 11 122 CHF | 100,00% | 100,00% |
12/07/2024 | 1,38% | 4,86 CHF | 4,93 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 14 812 CHF | 15 017 CHF | 100,00% | 100,00% |
11/07/2024 | 1,10% | 4,06 CHF | 4,10 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 12 252 CHF | 12 387 CHF | 100,00% | 100,00% |
10/07/2024 | 0,99% | 4,26 CHF | 4,30 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 12 438 CHF | 12 563 CHF | 100,00% | 100,00% |
09/07/2024 | 1,07% | 4,06 CHF | 4,10 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 11 925 CHF | 12 053 CHF | 100,00% | 100,00% |
08/07/2024 | 1,09% | 4,17 CHF | 4,21 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 8 486 CHF | 8 579 CHF | 100,00% | 100,00% |
05/07/2024 | 1,13% | 4,44 CHF | 4,49 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 8 888 CHF | 8 989 CHF | 100,00% | 100,00% |
04/07/2024 | 1,11% | 4,64 CHF | 4,69 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 9 551 CHF | 9 657 CHF | 100,00% | 100,00% |
03/07/2024 | 1,07% | 4,95 CHF | 5,00 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 9 895 CHF | 10 001 CHF | 100,00% | 100,00% |