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 | 0,49% | 4,88 CHF | 4,89 CHF | 34 000 | 34 000 | 15 475 | 15 475 | 74 698 CHF | 74 983 CHF | 98,59% | 98,59% |
16/07/2024 | 0,95% | 4,85 CHF | 4,86 CHF | 34 000 | 34 000 | 11 652 | 11 652 | 55 643 CHF | 55 943 CHF | 99,88% | 99,88% |
15/07/2024 | 0,63% | 4,60 CHF | 4,61 CHF | 35 000 | 35 000 | 14 252 | 14 252 | 64 230 CHF | 64 518 CHF | 97,02% | 97,02% |
12/07/2024 | 0,52% | 4,49 CHF | 4,50 CHF | 35 000 | 35 000 | 15 887 | 15 887 | 71 057 CHF | 71 344 CHF | 98,59% | 98,59% |
11/07/2024 | 0,52% | 4,48 CHF | 4,49 CHF | 35 000 | 35 000 | 15 778 | 15 778 | 70 187 CHF | 70 474 CHF | 99,99% | 99,99% |
10/07/2024 | 0,54% | 4,38 CHF | 4,39 CHF | 35 000 | 35 000 | 16 047 | 16 047 | 69 718 CHF | 70 010 CHF | 100,00% | 100,00% |
09/07/2024 | 0,55% | 4,24 CHF | 4,25 CHF | 36 000 | 36 000 | 16 248 | 16 248 | 68 247 CHF | 68 541 CHF | 100,00% | 100,00% |
08/07/2024 | 0,56% | 4,32 CHF | 4,33 CHF | 36 000 | 36 000 | 16 258 | 16 258 | 69 177 CHF | 69 472 CHF | 100,00% | 100,00% |
05/07/2024 | 0,55% | 4,15 CHF | 4,16 CHF | 36 000 | 36 000 | 16 232 | 16 232 | 68 585 CHF | 68 879 CHF | 99,03% | 99,03% |
04/07/2024 | 0,59% | 4,32 CHF | 4,34 CHF | 15 000 | 15 000 | 11 834 | 11 834 | 50 930 CHF | 51 215 CHF | 98,84% | 98,84% |