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% | 4,15 CHF | 4,16 CHF | 500 000 | 500 000 | 499 874 | 499 874 | 2 064 910 CHF | 2 069 910 CHF | 100,00% | 100,00% |
15/07/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 108 500 CHF | 2 113 500 CHF | 99,99% | 99,99% |
12/07/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 157 450 CHF | 2 162 450 CHF | 100,00% | 100,00% |
11/07/2024 | 0,23% | 4,28 CHF | 4,29 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 125 830 CHF | 2 130 830 CHF | 71,61% | 71,61% |
10/07/2024 | 0,24% | 4,27 CHF | 4,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 102 720 CHF | 2 107 720 CHF | 100,00% | 100,00% |
09/07/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 138 050 CHF | 2 143 050 CHF | 99,99% | 99,99% |
08/07/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 160 550 CHF | 2 165 550 CHF | 100,00% | 100,00% |
05/07/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 230 610 CHF | 2 235 610 CHF | 100,00% | 100,00% |
04/07/2024 | 0,23% | 4,47 CHF | 4,48 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 213 330 CHF | 2 218 330 CHF | 100,00% | 100,00% |
03/07/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 196 410 CHF | 2 201 410 CHF | 100,00% | 100,00% |