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 | 0,26% | 3,87 CHF | 3,88 CHF | 81 000 | 81 000 | 81 000 | 81 000 | 313 951 CHF | 314 761 CHF | 100,00% | 100,00% |
15/07/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 80 000 | 80 000 | 79 425 | 79 425 | 320 105 CHF | 320 900 CHF | 100,00% | 100,00% |
12/07/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 79 000 | 79 000 | 79 814 | 79 814 | 321 344 CHF | 322 142 CHF | 100,00% | 100,00% |
11/07/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 80 000 | 80 000 | 79 976 | 79 976 | 316 143 CHF | 316 944 CHF | 99,80% | 99,80% |
10/07/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 80 000 | 80 000 | 80 992 | 80 992 | 315 912 CHF | 316 722 CHF | 100,00% | 100,00% |
09/07/2024 | 0,25% | 3,89 CHF | 3,90 CHF | 81 000 | 81 000 | 80 307 | 80 307 | 315 830 CHF | 316 634 CHF | 99,73% | 99,73% |
08/07/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 81 000 | 81 000 | 80 737 | 80 737 | 315 451 CHF | 316 258 CHF | 100,00% | 100,00% |
05/07/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 81 000 | 81 000 | 80 891 | 80 891 | 316 084 CHF | 316 893 CHF | 99,81% | 99,81% |
04/07/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 81 000 | 81 000 | 80 708 | 80 708 | 316 083 CHF | 316 890 CHF | 100,00% | 100,00% |
03/07/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 81 000 | 81 000 | 81 000 | 81 000 | 313 794 CHF | 314 604 CHF | 100,00% | 100,00% |