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 | 0,25% | 4,05 CHF | 4,06 CHF | 98 000 | 98 000 | 97 504 | 97 504 | 391 514 CHF | 392 490 CHF | 100,00% | 100,00% |
15/07/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 93 000 | 93 000 | 91 870 | 91 870 | 390 574 CHF | 391 493 CHF | 99,63% | 99,63% |
12/07/2024 | 0,24% | 4,41 CHF | 4,42 CHF | 98 000 | 98 000 | 97 883 | 97 883 | 409 524 CHF | 410 504 CHF | 100,00% | 100,00% |
11/07/2024 | 0,25% | 4,10 CHF | 4,11 CHF | 102 500 | 102 500 | 101 847 | 101 847 | 407 166 CHF | 408 186 CHF | 99,61% | 99,61% |
10/07/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 108 500 | 108 500 | 107 742 | 107 742 | 413 289 CHF | 414 368 CHF | 100,00% | 100,00% |
09/07/2024 | 0,26% | 3,71 CHF | 3,72 CHF | 101 500 | 101 500 | 99 757 | 99 757 | 387 086 CHF | 388 085 CHF | 100,00% | 100,00% |
08/07/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 100 500 | 100 500 | 99 284 | 99 284 | 408 142 CHF | 409 136 CHF | 99,88% | 99,88% |
05/07/2024 | 0,24% | 4,03 CHF | 4,04 CHF | 101 000 | 101 000 | 99 265 | 99 265 | 413 338 CHF | 414 332 CHF | 99,79% | 99,79% |
04/07/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 103 000 | 103 000 | 102 033 | 102 033 | 407 024 CHF | 408 045 CHF | 100,00% | 100,00% |
03/07/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 109 500 | 109 500 | 108 967 | 108 967 | 419 404 CHF | 420 494 CHF | 99,94% | 99,94% |