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 | 0,78% | 4,96 CHF | 4,97 CHF | 38 000 | 38 000 | 15 083 | 15 083 | 72 553 CHF | 72 919 CHF | 98,60% | 98,60% |
15/07/2024 | 0,51% | 4,62 CHF | 4,63 CHF | 40 000 | 40 000 | 17 900 | 17 900 | 82 119 CHF | 82 444 CHF | 100,00% | 100,00% |
12/07/2024 | 0,60% | 4,57 CHF | 4,58 CHF | 40 000 | 40 000 | 18 122 | 18 122 | 82 693 CHF | 83 064 CHF | 99,98% | 99,98% |
11/07/2024 | 0,62% | 4,56 CHF | 4,57 CHF | 41 000 | 41 000 | 18 007 | 18 007 | 82 469 CHF | 82 845 CHF | 99,76% | 99,76% |
10/07/2024 | 0,51% | 4,57 CHF | 4,58 CHF | 40 000 | 40 000 | 18 429 | 18 429 | 83 862 CHF | 84 200 CHF | 100,00% | 100,00% |
09/07/2024 | 0,53% | 4,53 CHF | 4,54 CHF | 41 000 | 41 000 | 18 856 | 18 856 | 83 789 CHF | 84 135 CHF | 100,00% | 100,00% |
08/07/2024 | 0,53% | 4,42 CHF | 4,43 CHF | 41 000 | 41 000 | 18 885 | 18 885 | 82 891 CHF | 83 239 CHF | 100,00% | 100,00% |
05/07/2024 | 0,52% | 4,37 CHF | 4,38 CHF | 42 000 | 42 000 | 18 921 | 18 921 | 83 713 CHF | 84 061 CHF | 99,90% | 99,90% |
04/07/2024 | 0,56% | 4,50 CHF | 4,52 CHF | 17 000 | 17 000 | 13 815 | 13 815 | 61 926 CHF | 62 260 CHF | 99,83% | 99,83% |
03/07/2024 | 0,52% | 4,48 CHF | 4,49 CHF | 41 000 | 41 000 | 18 911 | 18 911 | 84 689 CHF | 85 037 CHF | 99,77% | 99,77% |