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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,21% | 4,87 CHF | 4,88 CHF | 38 000 | 38 000 | 36 719 | 36 719 | 179 522 CHF | 179 891 CHF | 100,00% | 100,00% |
16/07/2024 | 0,20% | 4,89 CHF | 4,90 CHF | 38 000 | 38 000 | 36 363 | 36 363 | 179 110 CHF | 179 474 CHF | 100,00% | 100,00% |
15/07/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 37 000 | 37 000 | 35 418 | 35 418 | 179 181 CHF | 179 535 CHF | 100,00% | 100,00% |
12/07/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 36 000 | 36 000 | 35 063 | 35 063 | 180 286 CHF | 180 636 CHF | 100,00% | 100,00% |
11/07/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 36 000 | 36 000 | 35 038 | 35 038 | 179 403 CHF | 179 754 CHF | 100,00% | 100,00% |
10/07/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 36 000 | 36 000 | 35 362 | 35 362 | 179 353 CHF | 179 707 CHF | 100,00% | 100,00% |
09/07/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 37 000 | 37 000 | 35 309 | 35 309 | 179 891 CHF | 180 244 CHF | 100,00% | 100,00% |
08/07/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 36 000 | 36 000 | 35 064 | 35 064 | 179 103 CHF | 179 454 CHF | 100,00% | 100,00% |
05/07/2024 | 0,19% | 5,13 CHF | 5,14 CHF | 36 000 | 36 000 | 35 060 | 35 060 | 180 769 CHF | 181 119 CHF | 99,81% | 99,81% |
04/07/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 36 000 | 36 000 | 35 059 | 35 059 | 179 046 CHF | 179 396 CHF | 99,49% | 99,49% |