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 | 0,27% | 3,71 CHF | 3,72 CHF | 82 000 | 82 000 | 81 897 | 81 897 | 304 918 CHF | 305 737 CHF | 100,00% | 100,00% |
15/07/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 81 000 | 81 000 | 80 994 | 80 994 | 307 040 CHF | 307 850 CHF | 100,00% | 100,00% |
12/07/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 81 000 | 81 000 | 80 532 | 80 532 | 307 954 CHF | 308 759 CHF | 100,00% | 100,00% |
11/07/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 82 000 | 82 000 | 81 578 | 81 578 | 305 515 CHF | 306 331 CHF | 100,00% | 100,00% |
10/07/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 81 000 | 81 000 | 81 104 | 81 104 | 305 683 CHF | 306 494 CHF | 100,00% | 100,00% |
09/07/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 81 000 | 81 000 | 81 117 | 81 117 | 307 577 CHF | 308 388 CHF | 100,00% | 100,00% |
08/07/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 79 000 | 79 000 | 79 017 | 79 017 | 312 239 CHF | 313 029 CHF | 99,99% | 99,99% |
05/07/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 79 000 | 79 000 | 78 221 | 78 221 | 312 901 CHF | 313 683 CHF | 99,82% | 99,82% |
04/07/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 78 000 | 78 000 | 78 603 | 78 603 | 313 811 CHF | 314 597 CHF | 99,50% | 99,50% |
03/07/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 79 000 | 79 000 | 79 225 | 79 225 | 310 888 CHF | 311 681 CHF | 99,37% | 99,37% |