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 | 0,17% | 6,06 CHF | 6,07 CHF | 15 630 | 15 630 | 15 618 | 15 618 | 91 736 CHF | 91 893 CHF | 99,64% | 99,64% |
15/07/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 15 720 | 15 720 | 15 558 | 15 558 | 93 010 CHF | 93 166 CHF | 99,98% | 99,98% |
12/07/2024 | 0,18% | 5,69 CHF | 5,70 CHF | 15 880 | 15 880 | 15 798 | 15 798 | 88 061 CHF | 88 219 CHF | 100,00% | 100,00% |
11/07/2024 | 0,19% | 5,35 CHF | 5,36 CHF | 16 050 | 16 050 | 15 935 | 15 935 | 84 914 CHF | 85 073 CHF | 99,52% | 99,52% |
10/07/2024 | 0,21% | 5,13 CHF | 5,14 CHF | 16 210 | 16 210 | 16 216 | 16 216 | 78 620 CHF | 78 782 CHF | 100,00% | 100,00% |
09/07/2024 | 0,21% | 4,64 CHF | 4,65 CHF | 16 490 | 16 490 | 16 304 | 16 304 | 76 782 CHF | 76 945 CHF | 99,61% | 99,61% |
08/07/2024 | 0,22% | 4,52 CHF | 4,53 CHF | 16 590 | 16 590 | 16 414 | 16 414 | 74 402 CHF | 74 567 CHF | 99,97% | 99,97% |
05/07/2024 | 0,21% | 4,54 CHF | 4,55 CHF | 16 590 | 16 590 | 16 326 | 16 326 | 76 944 CHF | 77 107 CHF | 99,89% | 99,89% |
04/07/2024 | 0,23% | 4,53 CHF | 4,54 CHF | 16 620 | 16 620 | 16 538 | 16 538 | 72 836 CHF | 73 002 CHF | 100,00% | 100,00% |
03/07/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 16 420 | 16 420 | 16 198 | 16 198 | 79 471 CHF | 79 633 CHF | 99,91% | 99,91% |