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 | 0,20% | 5,07 CHF | 5,08 CHF | 178 000 | 178 000 | 98 131 | 98 131 | 499 477 CHF | 500 460 CHF | 99,89% | 99,89% |
15/07/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 178 000 | 178 000 | 98 681 | 98 681 | 501 501 CHF | 502 490 CHF | 98,80% | 98,80% |
12/07/2024 | 0,21% | 4,99 CHF | 5,00 CHF | 180 000 | 180 000 | 100 726 | 100 726 | 492 821 CHF | 493 830 CHF | 99,99% | 99,99% |
11/07/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 185 000 | 185 000 | 99 466 | 99 466 | 494 278 CHF | 495 279 CHF | 100,00% | 100,00% |
10/07/2024 | 0,21% | 4,97 CHF | 4,98 CHF | 180 000 | 180 000 | 100 104 | 100 104 | 493 942 CHF | 494 946 CHF | 99,89% | 99,89% |
09/07/2024 | 0,21% | 4,86 CHF | 4,87 CHF | 183 000 | 183 000 | 101 096 | 101 096 | 491 302 CHF | 492 315 CHF | 99,43% | 99,43% |
08/07/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 185 000 | 185 000 | 101 359 | 101 359 | 486 154 CHF | 487 170 CHF | 98,41% | 98,41% |
05/07/2024 | 0,22% | 4,74 CHF | 4,75 CHF | 185 000 | 185 000 | 101 807 | 101 807 | 475 462 CHF | 476 482 CHF | 96,89% | 96,89% |
04/07/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 94 000 | 94 000 | 83 847 | 83 847 | 388 282 CHF | 389 120 CHF | 99,16% | 99,16% |
03/07/2024 | 0,22% | 4,61 CHF | 4,62 CHF | 190 000 | 190 000 | 102 748 | 102 748 | 472 355 CHF | 473 384 CHF | 96,35% | 96,35% |