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 | 0,22% | 4,54 CHF | 4,55 CHF | 125 000 | 125 000 | 68 964 | 68 964 | 316 712 CHF | 317 403 CHF | 99,85% | 99,85% |
15/07/2024 | 0,22% | 4,67 CHF | 4,68 CHF | 120 000 | 120 000 | 68 885 | 68 885 | 318 433 CHF | 319 123 CHF | 100,00% | 100,00% |
12/07/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 125 000 | 125 000 | 68 752 | 68 752 | 318 672 CHF | 319 361 CHF | 99,99% | 99,99% |
11/07/2024 | 0,21% | 4,63 CHF | 4,64 CHF | 125 000 | 125 000 | 66 663 | 66 663 | 319 335 CHF | 320 003 CHF | 99,99% | 99,99% |
10/07/2024 | 0,21% | 4,76 CHF | 4,77 CHF | 120 000 | 120 000 | 66 130 | 66 130 | 316 149 CHF | 316 811 CHF | 99,99% | 99,99% |
09/07/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 120 000 | 120 000 | 66 157 | 66 157 | 321 576 CHF | 322 239 CHF | 100,00% | 100,00% |
08/07/2024 | 0,21% | 4,85 CHF | 4,86 CHF | 120 000 | 120 000 | 66 137 | 66 137 | 322 365 CHF | 323 028 CHF | 100,00% | 100,00% |
05/07/2024 | 0,21% | 4,87 CHF | 4,88 CHF | 120 000 | 120 000 | 66 129 | 66 129 | 317 923 CHF | 318 586 CHF | 99,99% | 99,99% |
04/07/2024 | 0,21% | 4,76 CHF | 4,77 CHF | 60 000 | 60 000 | 53 621 | 53 621 | 256 902 CHF | 257 438 CHF | 100,00% | 100,00% |
03/07/2024 | 0,21% | 4,77 CHF | 4,78 CHF | 120 000 | 120 000 | 66 741 | 66 741 | 317 752 CHF | 318 421 CHF | 96,78% | 96,78% |