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 | 0,50% | 4,15 CHF | 4,17 CHF | 17 600 | 17 600 | 18 192 | 18 192 | 73 266 CHF | 73 630 CHF | 99,99% | 99,99% |
15/07/2024 | 0,44% | 4,43 CHF | 4,45 CHF | 17 700 | 17 700 | 17 700 | 17 700 | 79 397 CHF | 79 751 CHF | 100,00% | 100,00% |
12/07/2024 | 0,46% | 4,38 CHF | 4,40 CHF | 17 800 | 17 800 | 17 800 | 17 800 | 77 697 CHF | 78 053 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 4,38 CHF | 4,40 CHF | 17 700 | 17 700 | 17 700 | 17 700 | 78 544 CHF | 78 898 CHF | 99,98% | 99,98% |
10/07/2024 | 0,47% | 4,35 CHF | 4,37 CHF | 17 900 | 17 900 | 17 900 | 17 900 | 76 775 CHF | 77 133 CHF | 99,99% | 99,99% |
09/07/2024 | 0,46% | 4,38 CHF | 4,40 CHF | 17 900 | 17 900 | 17 893 | 17 893 | 78 418 CHF | 78 776 CHF | 100,00% | 100,00% |
08/07/2024 | 0,48% | 4,31 CHF | 4,33 CHF | 19 300 | 19 300 | 19 489 | 19 489 | 81 218 CHF | 81 608 CHF | 100,00% | 100,00% |
05/07/2024 | 0,51% | 3,89 CHF | 3,91 CHF | 19 900 | 19 900 | 19 900 | 19 900 | 78 565 CHF | 78 963 CHF | 100,00% | 100,00% |
04/07/2024 | 0,51% | 3,95 CHF | 3,97 CHF | 20 200 | 20 200 | 20 200 | 20 200 | 79 236 CHF | 79 640 CHF | 100,00% | 100,00% |
03/07/2024 | 0,52% | 3,81 CHF | 3,83 CHF | 19 700 | 19 700 | 19 700 | 19 700 | 75 228 CHF | 75 622 CHF | 100,00% | 100,00% |