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 | 0,47% | 4,99 CHF | 5,00 CHF | 34 000 | 34 000 | 15 413 | 15 413 | 76 244 CHF | 76 528 CHF | 99,26% | 99,26% |
16/07/2024 | 0,92% | 4,97 CHF | 4,98 CHF | 34 000 | 34 000 | 11 656 | 11 656 | 57 081 CHF | 57 381 CHF | 99,90% | 99,90% |
15/07/2024 | 0,61% | 4,72 CHF | 4,73 CHF | 35 000 | 35 000 | 14 193 | 14 193 | 65 690 CHF | 65 978 CHF | 98,34% | 98,34% |
12/07/2024 | 0,51% | 4,61 CHF | 4,62 CHF | 35 000 | 35 000 | 15 826 | 15 826 | 72 708 CHF | 72 996 CHF | 99,57% | 99,57% |
11/07/2024 | 0,51% | 4,61 CHF | 4,62 CHF | 35 000 | 35 000 | 15 777 | 15 777 | 72 110 CHF | 72 398 CHF | 99,99% | 99,99% |
10/07/2024 | 0,52% | 4,50 CHF | 4,51 CHF | 35 000 | 35 000 | 16 053 | 16 053 | 71 724 CHF | 72 015 CHF | 99,99% | 99,99% |
09/07/2024 | 0,54% | 4,36 CHF | 4,37 CHF | 36 000 | 36 000 | 16 248 | 16 248 | 70 246 CHF | 70 541 CHF | 100,00% | 100,00% |
08/07/2024 | 0,54% | 4,45 CHF | 4,46 CHF | 36 000 | 36 000 | 16 257 | 16 257 | 71 173 CHF | 71 467 CHF | 100,00% | 100,00% |
05/07/2024 | 0,53% | 4,27 CHF | 4,28 CHF | 36 000 | 36 000 | 16 189 | 16 189 | 70 386 CHF | 70 680 CHF | 99,63% | 99,63% |
04/07/2024 | 0,57% | 4,44 CHF | 4,46 CHF | 15 000 | 15 000 | 11 813 | 11 813 | 52 282 CHF | 52 566 CHF | 99,60% | 99,60% |