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 | 0,51% | 3,97 CHF | 3,99 CHF | 19 800 | 19 800 | 19 906 | 19 906 | 77 886 CHF | 78 284 CHF | 99,99% | 99,99% |
15/07/2024 | 0,49% | 3,98 CHF | 4,00 CHF | 19 900 | 19 900 | 19 752 | 19 752 | 80 227 CHF | 80 622 CHF | 99,99% | 99,99% |
12/07/2024 | 0,50% | 4,02 CHF | 4,04 CHF | 19 700 | 19 700 | 19 704 | 19 704 | 78 557 CHF | 78 951 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 4,09 CHF | 4,11 CHF | 19 400 | 19 400 | 19 411 | 19 411 | 79 452 CHF | 79 840 CHF | 99,99% | 99,99% |
10/07/2024 | 0,50% | 4,06 CHF | 4,08 CHF | 20 300 | 20 300 | 20 400 | 20 400 | 81 389 CHF | 81 797 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 3,88 CHF | 3,90 CHF | 20 600 | 20 600 | 20 553 | 20 553 | 80 486 CHF | 80 897 CHF | 99,99% | 99,99% |
08/07/2024 | 0,51% | 3,85 CHF | 3,87 CHF | 21 500 | 21 500 | 21 429 | 21 429 | 83 664 CHF | 84 093 CHF | 99,99% | 99,99% |
05/07/2024 | 0,54% | 3,65 CHF | 3,67 CHF | 21 800 | 21 800 | 21 683 | 21 683 | 80 409 CHF | 80 843 CHF | 100,00% | 100,00% |
04/07/2024 | 0,54% | 3,70 CHF | 3,72 CHF | 22 400 | 22 400 | 22 408 | 22 408 | 82 707 CHF | 83 155 CHF | 100,00% | 100,00% |
03/07/2024 | 0,57% | 3,53 CHF | 3,55 CHF | 21 900 | 21 900 | 21 911 | 21 911 | 76 698 CHF | 77 136 CHF | 100,00% | 100,00% |