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% | 5,42 CHF | 5,43 CHF | 34 000 | 34 000 | 15 412 | 15 412 | 82 740 CHF | 83 024 CHF | 99,32% | 99,32% |
16/07/2024 | 0,85% | 5,40 CHF | 5,41 CHF | 34 000 | 34 000 | 11 656 | 11 656 | 62 050 CHF | 62 350 CHF | 99,90% | 99,90% |
15/07/2024 | 0,56% | 5,15 CHF | 5,16 CHF | 35 000 | 35 000 | 14 172 | 14 172 | 71 640 CHF | 71 927 CHF | 98,47% | 98,47% |
12/07/2024 | 0,46% | 5,04 CHF | 5,05 CHF | 35 000 | 35 000 | 15 799 | 15 799 | 79 336 CHF | 79 624 CHF | 100,00% | 100,00% |
11/07/2024 | 0,47% | 5,03 CHF | 5,04 CHF | 35 000 | 35 000 | 15 778 | 15 778 | 78 854 CHF | 79 141 CHF | 99,99% | 99,99% |
10/07/2024 | 0,48% | 4,93 CHF | 4,94 CHF | 35 000 | 35 000 | 16 047 | 16 047 | 78 584 CHF | 78 876 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 4,79 CHF | 4,80 CHF | 36 000 | 36 000 | 16 248 | 16 248 | 77 225 CHF | 77 520 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 4,87 CHF | 4,88 CHF | 36 000 | 36 000 | 16 261 | 16 261 | 78 151 CHF | 78 446 CHF | 99,71% | 99,71% |
05/07/2024 | 0,48% | 4,70 CHF | 4,71 CHF | 36 000 | 36 000 | 16 188 | 16 188 | 77 335 CHF | 77 629 CHF | 99,62% | 99,62% |
04/07/2024 | 0,52% | 4,87 CHF | 4,89 CHF | 15 000 | 15 000 | 11 813 | 11 813 | 57 358 CHF | 57 642 CHF | 99,60% | 99,60% |