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 | 0,46% | 4,31 CHF | 4,33 CHF | 31 600 | 31 600 | 31 471 | 31 471 | 136 723 CHF | 137 353 CHF | 99,96% | 99,96% |
15/07/2024 | 0,45% | 4,39 CHF | 4,41 CHF | 30 800 | 30 800 | 30 673 | 30 673 | 135 023 CHF | 135 636 CHF | 100,00% | 100,00% |
12/07/2024 | 0,44% | 4,58 CHF | 4,60 CHF | 31 800 | 31 800 | 31 669 | 31 669 | 142 879 CHF | 143 512 CHF | 100,00% | 100,00% |
11/07/2024 | 0,46% | 4,27 CHF | 4,29 CHF | 30 900 | 30 900 | 30 773 | 30 773 | 134 529 CHF | 135 144 CHF | 99,98% | 99,98% |
10/07/2024 | 0,46% | 4,47 CHF | 4,49 CHF | 32 800 | 32 800 | 32 666 | 32 666 | 142 335 CHF | 142 988 CHF | 100,00% | 100,00% |
09/07/2024 | 0,47% | 4,14 CHF | 4,16 CHF | 31 000 | 31 000 | 30 443 | 30 443 | 128 528 CHF | 129 137 CHF | 100,00% | 100,00% |
08/07/2024 | 0,43% | 4,47 CHF | 4,49 CHF | 30 800 | 30 800 | 30 673 | 30 673 | 141 103 CHF | 141 716 CHF | 99,99% | 99,99% |
05/07/2024 | 0,44% | 4,46 CHF | 4,48 CHF | 31 500 | 31 500 | 31 370 | 31 370 | 140 871 CHF | 141 499 CHF | 99,99% | 99,99% |
04/07/2024 | 0,45% | 4,37 CHF | 4,39 CHF | 31 400 | 31 400 | 31 271 | 31 271 | 137 290 CHF | 137 915 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 4,35 CHF | 4,37 CHF | 33 700 | 33 700 | 34 017 | 34 017 | 142 431 CHF | 143 111 CHF | 100,00% | 100,00% |