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% | 4,92 CHF | 4,93 CHF | 178 000 | 178 000 | 98 132 | 98 132 | 484 863 CHF | 485 846 CHF | 99,88% | 99,88% |
15/07/2024 | 0,21% | 4,98 CHF | 4,99 CHF | 178 000 | 178 000 | 98 668 | 98 668 | 486 812 CHF | 487 800 CHF | 98,88% | 98,88% |
12/07/2024 | 0,22% | 4,84 CHF | 4,85 CHF | 180 000 | 180 000 | 100 719 | 100 719 | 477 859 CHF | 478 868 CHF | 99,98% | 99,98% |
11/07/2024 | 0,21% | 4,66 CHF | 4,67 CHF | 185 000 | 185 000 | 99 464 | 99 464 | 479 526 CHF | 480 527 CHF | 99,99% | 99,99% |
10/07/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 180 000 | 180 000 | 100 104 | 100 104 | 479 095 CHF | 480 099 CHF | 99,89% | 99,89% |
09/07/2024 | 0,22% | 4,71 CHF | 4,72 CHF | 183 000 | 183 000 | 101 096 | 101 096 | 476 295 CHF | 477 308 CHF | 99,43% | 99,43% |
08/07/2024 | 0,22% | 4,65 CHF | 4,66 CHF | 185 000 | 185 000 | 102 228 | 102 228 | 475 099 CHF | 476 124 CHF | 100,00% | 100,00% |
05/07/2024 | 0,23% | 4,60 CHF | 4,61 CHF | 185 000 | 185 000 | 103 064 | 103 064 | 466 277 CHF | 467 310 CHF | 99,35% | 99,35% |
04/07/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 94 000 | 94 000 | 83 884 | 83 884 | 375 919 CHF | 376 758 CHF | 99,50% | 99,50% |
03/07/2024 | 0,23% | 4,46 CHF | 4,47 CHF | 190 000 | 190 000 | 104 684 | 104 684 | 465 739 CHF | 466 788 CHF | 99,36% | 99,36% |