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 | 0,24% | 4,43 CHF | 4,44 CHF | 130 300 | 130 300 | 139 514 | 139 514 | 578 999 CHF | 580 394 CHF | 99,48% | 99,48% |
15/07/2024 | 0,27% | 4,04 CHF | 4,05 CHF | 140 700 | 140 700 | 146 791 | 146 806 | 549 795 CHF | 551 320 CHF | 99,89% | 99,89% |
12/07/2024 | 0,28% | 3,72 CHF | 3,73 CHF | 147 600 | 147 600 | 146 191 | 146 190 | 526 354 CHF | 527 812 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 3,83 CHF | 3,84 CHF | 146 000 | 146 000 | 157 827 | 157 806 | 542 090 CHF | 543 591 CHF | 99,88% | 99,88% |
10/07/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 159 400 | 159 400 | 167 857 | 167 857 | 544 511 CHF | 546 190 CHF | 100,00% | 100,00% |
09/07/2024 | 0,33% | 2,94 CHF | 2,95 CHF | 169 000 | 169 000 | 163 666 | 163 666 | 499 593 CHF | 501 231 CHF | 100,00% | 100,00% |
08/07/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 163 200 | 163 200 | 161 203 | 161 192 | 520 793 CHF | 522 370 CHF | 99,99% | 99,99% |
05/07/2024 | 0,31% | 3,37 CHF | 3,38 CHF | 161 000 | 161 000 | 171 726 | 171 768 | 547 843 CHF | 549 690 CHF | 99,68% | 99,68% |
04/07/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 173 100 | 173 100 | 171 336 | 170 968 | 523 723 CHF | 524 314 CHF | 100,00% | 100,00% |
03/07/2024 | 0,34% | 3,13 CHF | 3,14 CHF | 171 100 | 171 100 | 187 918 | 187 918 | 557 077 CHF | 558 956 CHF | 100,00% | 100,00% |