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 | 0,71% | 5,38 CHF | 5,39 CHF | 38 000 | 38 000 | 15 153 | 15 153 | 79 294 CHF | 79 659 CHF | 98,98% | 98,98% |
15/07/2024 | 0,47% | 5,04 CHF | 5,05 CHF | 40 000 | 40 000 | 17 900 | 17 900 | 89 641 CHF | 89 966 CHF | 100,00% | 100,00% |
12/07/2024 | 0,55% | 4,99 CHF | 5,00 CHF | 40 000 | 40 000 | 18 122 | 18 122 | 90 310 CHF | 90 682 CHF | 99,98% | 99,98% |
11/07/2024 | 0,57% | 4,98 CHF | 4,99 CHF | 41 000 | 41 000 | 18 008 | 18 008 | 90 089 CHF | 90 465 CHF | 99,76% | 99,76% |
10/07/2024 | 0,47% | 4,99 CHF | 5,00 CHF | 40 000 | 40 000 | 18 429 | 18 429 | 91 640 CHF | 91 978 CHF | 100,00% | 100,00% |
09/07/2024 | 0,48% | 4,95 CHF | 4,96 CHF | 41 000 | 41 000 | 18 856 | 18 856 | 91 725 CHF | 92 071 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 4,84 CHF | 4,85 CHF | 41 000 | 41 000 | 18 885 | 18 885 | 90 823 CHF | 91 170 CHF | 100,00% | 100,00% |
05/07/2024 | 0,48% | 4,79 CHF | 4,80 CHF | 42 000 | 42 000 | 18 920 | 18 920 | 91 683 CHF | 92 030 CHF | 99,90% | 99,90% |
04/07/2024 | 0,52% | 4,92 CHF | 4,94 CHF | 17 000 | 17 000 | 13 811 | 13 811 | 67 729 CHF | 68 064 CHF | 100,00% | 100,00% |
03/07/2024 | 0,47% | 4,90 CHF | 4,91 CHF | 41 000 | 41 000 | 18 911 | 18 911 | 92 665 CHF | 93 012 CHF | 99,77% | 99,77% |