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 | 0,72% | 5,29 CHF | 5,30 CHF | 38 000 | 38 000 | 15 342 | 15 342 | 78 891 CHF | 79 257 CHF | 96,30% | 96,30% |
15/07/2024 | 0,47% | 4,94 CHF | 4,95 CHF | 40 000 | 40 000 | 17 959 | 17 959 | 88 290 CHF | 88 614 CHF | 99,26% | 99,26% |
12/07/2024 | 0,56% | 4,90 CHF | 4,91 CHF | 40 000 | 40 000 | 18 115 | 18 115 | 88 608 CHF | 88 980 CHF | 99,40% | 99,40% |
11/07/2024 | 0,58% | 4,88 CHF | 4,89 CHF | 41 000 | 41 000 | 18 008 | 18 008 | 88 392 CHF | 88 768 CHF | 99,76% | 99,76% |
10/07/2024 | 0,48% | 4,90 CHF | 4,91 CHF | 40 000 | 40 000 | 18 429 | 18 429 | 89 933 CHF | 90 271 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 4,86 CHF | 4,87 CHF | 41 000 | 41 000 | 18 856 | 18 856 | 89 983 CHF | 90 330 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 4,75 CHF | 4,76 CHF | 41 000 | 41 000 | 18 885 | 18 885 | 89 017 CHF | 89 364 CHF | 100,00% | 100,00% |
05/07/2024 | 0,49% | 4,70 CHF | 4,71 CHF | 42 000 | 42 000 | 18 860 | 18 860 | 89 608 CHF | 89 955 CHF | 99,63% | 99,63% |
04/07/2024 | 0,52% | 4,83 CHF | 4,85 CHF | 17 000 | 17 000 | 13 816 | 13 816 | 66 481 CHF | 66 816 CHF | 99,83% | 99,83% |
03/07/2024 | 0,48% | 4,81 CHF | 4,82 CHF | 41 000 | 41 000 | 18 948 | 18 948 | 91 105 CHF | 91 452 CHF | 99,31% | 99,31% |