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 | 0,20% | 4,95 CHF | 4,96 CHF | 81 000 | 81 000 | 81 000 | 81 000 | 400 939 CHF | 401 749 CHF | 100,00% | 100,00% |
15/07/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 80 000 | 80 000 | 79 425 | 79 425 | 405 314 CHF | 406 108 CHF | 99,99% | 99,99% |
12/07/2024 | 0,20% | 5,15 CHF | 5,16 CHF | 79 000 | 79 000 | 79 814 | 79 814 | 406 988 CHF | 407 786 CHF | 99,99% | 99,99% |
11/07/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 80 000 | 80 000 | 79 979 | 79 979 | 401 878 CHF | 402 679 CHF | 99,82% | 99,82% |
10/07/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 80 000 | 80 000 | 80 992 | 80 992 | 402 729 CHF | 403 539 CHF | 100,00% | 100,00% |
09/07/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 81 000 | 81 000 | 80 307 | 80 307 | 401 981 CHF | 402 785 CHF | 99,76% | 99,76% |
08/07/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 81 000 | 81 000 | 80 737 | 80 737 | 401 980 CHF | 402 787 CHF | 100,00% | 100,00% |
05/07/2024 | 0,20% | 4,94 CHF | 4,95 CHF | 81 000 | 81 000 | 80 891 | 80 891 | 402 698 CHF | 403 507 CHF | 99,80% | 99,80% |
04/07/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 81 000 | 81 000 | 80 708 | 80 708 | 402 502 CHF | 403 309 CHF | 100,00% | 100,00% |
03/07/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 81 000 | 81 000 | 81 000 | 81 000 | 400 501 CHF | 401 311 CHF | 100,00% | 100,00% |