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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,44% | 5,32 CHF | 5,33 CHF | 34 000 | 34 000 | 15 467 | 15 467 | 81 527 CHF | 81 812 CHF | 98,53% | 98,53% |
16/07/2024 | 0,86% | 5,30 CHF | 5,31 CHF | 34 000 | 34 000 | 11 652 | 11 652 | 60 872 CHF | 61 172 CHF | 99,88% | 99,88% |
15/07/2024 | 0,57% | 5,05 CHF | 5,06 CHF | 35 000 | 35 000 | 14 285 | 14 285 | 70 771 CHF | 71 060 CHF | 96,51% | 96,51% |
12/07/2024 | 0,47% | 4,94 CHF | 4,95 CHF | 35 000 | 35 000 | 15 883 | 15 883 | 78 136 CHF | 78 424 CHF | 98,03% | 98,03% |
11/07/2024 | 0,48% | 4,93 CHF | 4,94 CHF | 35 000 | 35 000 | 15 778 | 15 778 | 77 250 CHF | 77 538 CHF | 99,99% | 99,99% |
10/07/2024 | 0,49% | 4,83 CHF | 4,84 CHF | 35 000 | 35 000 | 16 055 | 16 055 | 76 966 CHF | 77 257 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 4,69 CHF | 4,70 CHF | 36 000 | 36 000 | 16 250 | 16 250 | 75 540 CHF | 75 835 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 4,77 CHF | 4,78 CHF | 36 000 | 36 000 | 16 257 | 16 257 | 76 451 CHF | 76 746 CHF | 100,00% | 100,00% |
05/07/2024 | 0,49% | 4,59 CHF | 4,60 CHF | 36 000 | 36 000 | 16 231 | 16 231 | 75 859 CHF | 76 154 CHF | 99,03% | 99,03% |
04/07/2024 | 0,53% | 4,77 CHF | 4,79 CHF | 15 000 | 15 000 | 11 834 | 11 834 | 56 249 CHF | 56 533 CHF | 98,84% | 98,84% |