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 | 0,26% | 3,96 CHF | 3,97 CHF | 51 000 | 51 000 | 50 639 | 50 639 | 198 783 CHF | 199 290 CHF | 99,99% | 99,99% |
15/07/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 50 500 | 50 500 | 49 691 | 49 691 | 204 272 CHF | 204 770 CHF | 100,00% | 100,00% |
12/07/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 50 500 | 50 500 | 49 905 | 49 905 | 203 750 CHF | 204 250 CHF | 100,00% | 100,00% |
11/07/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 50 000 | 50 000 | 49 585 | 49 585 | 204 088 CHF | 204 584 CHF | 99,93% | 99,93% |
10/07/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 50 500 | 50 500 | 50 025 | 50 025 | 200 512 CHF | 201 013 CHF | 100,00% | 100,00% |
09/07/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 50 500 | 50 500 | 50 075 | 50 075 | 199 588 CHF | 200 089 CHF | 99,42% | 99,42% |
08/07/2024 | 0,26% | 3,95 CHF | 3,96 CHF | 51 000 | 51 000 | 50 480 | 50 480 | 198 839 CHF | 199 344 CHF | 100,00% | 100,00% |
05/07/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 51 500 | 51 500 | 50 726 | 50 726 | 197 555 CHF | 198 063 CHF | 100,00% | 100,00% |
04/07/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 51 000 | 51 000 | 50 414 | 50 414 | 199 831 CHF | 200 336 CHF | 100,00% | 100,00% |
03/07/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 51 000 | 51 000 | 50 649 | 50 649 | 197 721 CHF | 198 228 CHF | 100,00% | 100,00% |