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 | 0,92% | 4,39 CHF | 4,43 CHF | 11 650 | 11 650 | 11 555 | 11 555 | 50 715 CHF | 51 178 CHF | 99,99% | 99,99% |
15/07/2024 | 0,99% | 4,27 CHF | 4,31 CHF | 12 750 | 12 750 | 12 477 | 12 477 | 50 619 CHF | 51 119 CHF | 100,00% | 100,00% |
12/07/2024 | 0,99% | 3,97 CHF | 4,01 CHF | 11 740 | 11 740 | 11 687 | 11 687 | 47 650 CHF | 48 118 CHF | 100,00% | 100,00% |
11/07/2024 | 0,95% | 4,18 CHF | 4,22 CHF | 11 550 | 11 550 | 11 493 | 11 493 | 48 792 CHF | 49 252 CHF | 99,93% | 99,93% |
10/07/2024 | 0,92% | 4,29 CHF | 4,33 CHF | 11 070 | 11 070 | 10 988 | 10 988 | 48 060 CHF | 48 500 CHF | 100,00% | 100,00% |
09/07/2024 | 0,94% | 4,40 CHF | 4,44 CHF | 11 290 | 11 290 | 11 144 | 11 144 | 47 895 CHF | 48 341 CHF | 99,60% | 99,60% |
08/07/2024 | 0,92% | 4,40 CHF | 4,44 CHF | 11 100 | 11 100 | 10 967 | 10 967 | 47 845 CHF | 48 284 CHF | 100,00% | 100,00% |
05/07/2024 | 0,92% | 4,46 CHF | 4,50 CHF | 11 420 | 11 420 | 11 274 | 11 274 | 49 246 CHF | 49 698 CHF | 99,95% | 99,95% |
04/07/2024 | 0,93% | 4,34 CHF | 4,38 CHF | 11 080 | 11 080 | 10 972 | 10 972 | 47 731 CHF | 48 170 CHF | 100,00% | 100,00% |
03/07/2024 | 0,90% | 4,38 CHF | 4,42 CHF | 11 070 | 11 070 | 10 991 | 10 991 | 48 956 CHF | 49 396 CHF | 100,00% | 100,00% |