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 | 0,24% | 4,30 CHF | 4,31 CHF | 68 000 | 68 000 | 67 059 | 67 059 | 287 419 CHF | 288 090 CHF | 99,93% | 99,93% |
15/07/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 66 000 | 66 000 | 65 382 | 65 382 | 285 468 CHF | 286 123 CHF | 99,98% | 99,98% |
12/07/2024 | 0,23% | 4,46 CHF | 4,47 CHF | 65 000 | 65 000 | 64 392 | 64 392 | 288 762 CHF | 289 407 CHF | 100,00% | 100,00% |
11/07/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 65 000 | 65 000 | 64 802 | 64 802 | 284 572 CHF | 285 220 CHF | 99,81% | 99,81% |
10/07/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 65 000 | 65 000 | 65 351 | 65 351 | 282 657 CHF | 283 311 CHF | 100,00% | 100,00% |
09/07/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 65 000 | 65 000 | 65 092 | 65 092 | 284 551 CHF | 285 203 CHF | 100,00% | 100,00% |
08/07/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 65 000 | 65 000 | 64 389 | 64 389 | 283 908 CHF | 284 553 CHF | 100,00% | 100,00% |
05/07/2024 | 0,22% | 4,59 CHF | 4,60 CHF | 64 000 | 64 000 | 63 399 | 63 399 | 288 761 CHF | 289 395 CHF | 99,88% | 99,88% |
04/07/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 64 000 | 64 000 | 63 414 | 63 414 | 286 255 CHF | 286 890 CHF | 100,00% | 100,00% |
03/07/2024 | 0,23% | 4,47 CHF | 4,48 CHF | 65 000 | 65 000 | 63 769 | 63 769 | 285 959 CHF | 286 597 CHF | 100,00% | 100,00% |