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 | 0,21% | 4,91 CHF | 4,92 CHF | 51 000 | 51 000 | 50 628 | 50 628 | 246 932 CHF | 247 439 CHF | 99,99% | 99,99% |
15/07/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 50 000 | 50 000 | 48 879 | 48 879 | 247 455 CHF | 247 945 CHF | 100,00% | 100,00% |
12/07/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 49 500 | 49 500 | 49 097 | 49 097 | 247 121 CHF | 247 612 CHF | 100,00% | 100,00% |
11/07/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 49 500 | 49 500 | 48 778 | 48 778 | 247 128 CHF | 247 616 CHF | 99,66% | 99,66% |
10/07/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 50 000 | 50 000 | 49 858 | 49 858 | 247 202 CHF | 247 701 CHF | 100,00% | 100,00% |
09/07/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 50 500 | 50 500 | 50 075 | 50 075 | 247 192 CHF | 247 693 CHF | 99,52% | 99,52% |
08/07/2024 | 0,21% | 4,90 CHF | 4,91 CHF | 51 000 | 51 000 | 50 487 | 50 487 | 246 900 CHF | 247 405 CHF | 100,00% | 100,00% |
05/07/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 51 500 | 51 500 | 50 725 | 50 725 | 245 743 CHF | 246 251 CHF | 100,00% | 100,00% |
04/07/2024 | 0,21% | 4,92 CHF | 4,93 CHF | 50 500 | 50 500 | 50 298 | 50 298 | 247 153 CHF | 247 657 CHF | 100,00% | 100,00% |
03/07/2024 | 0,21% | 4,86 CHF | 4,87 CHF | 51 000 | 51 000 | 50 655 | 50 655 | 245 793 CHF | 246 300 CHF | 100,00% | 100,00% |