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 | 0,52% | 4,56 CHF | 4,57 CHF | 34 000 | 34 000 | 15 417 | 15 417 | 69 622 CHF | 69 907 CHF | 99,34% | 99,34% |
16/07/2024 | 1,02% | 4,54 CHF | 4,55 CHF | 34 000 | 34 000 | 11 657 | 11 657 | 52 009 CHF | 52 309 CHF | 99,90% | 99,90% |
15/07/2024 | 0,68% | 4,29 CHF | 4,30 CHF | 35 000 | 35 000 | 14 172 | 14 172 | 59 437 CHF | 59 725 CHF | 98,47% | 98,47% |
12/07/2024 | 0,56% | 4,18 CHF | 4,19 CHF | 35 000 | 35 000 | 15 799 | 15 799 | 65 720 CHF | 66 008 CHF | 100,00% | 100,00% |
11/07/2024 | 0,56% | 4,17 CHF | 4,18 CHF | 35 000 | 35 000 | 15 777 | 15 777 | 65 252 CHF | 65 539 CHF | 99,98% | 99,98% |
10/07/2024 | 0,58% | 4,06 CHF | 4,07 CHF | 35 000 | 35 000 | 16 047 | 16 047 | 64 707 CHF | 64 999 CHF | 100,00% | 100,00% |
09/07/2024 | 0,60% | 3,92 CHF | 3,93 CHF | 36 000 | 36 000 | 16 248 | 16 248 | 63 176 CHF | 63 471 CHF | 100,00% | 100,00% |
08/07/2024 | 0,60% | 4,01 CHF | 4,02 CHF | 36 000 | 36 000 | 16 257 | 16 257 | 64 106 CHF | 64 400 CHF | 100,00% | 100,00% |
05/07/2024 | 0,59% | 3,83 CHF | 3,84 CHF | 36 000 | 36 000 | 16 188 | 16 188 | 63 349 CHF | 63 644 CHF | 99,62% | 99,62% |
04/07/2024 | 0,63% | 4,01 CHF | 4,03 CHF | 15 000 | 15 000 | 11 813 | 11 813 | 47 137 CHF | 47 421 CHF | 99,60% | 99,60% |