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 | 0,71% | 4,42 CHF | 4,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 218 604 CHF | 220 159 CHF | 92,17% | 92,17% |
15/07/2024 | 0,69% | 4,41 CHF | 4,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 220 111 CHF | 221 644 CHF | 98,72% | 98,72% |
12/07/2024 | 0,72% | 4,37 CHF | 4,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 215 338 CHF | 216 885 CHF | 99,38% | 99,38% |
11/07/2024 | 0,71% | 4,28 CHF | 4,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 211 432 CHF | 212 945 CHF | 95,00% | 95,00% |
10/07/2024 | 0,73% | 4,14 CHF | 4,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 205 572 CHF | 207 082 CHF | 99,42% | 99,42% |
09/07/2024 | 0,94% | 4,13 CHF | 4,17 CHF | 25 000 | 25 000 | 26 552 | 26 552 | 111 389 CHF | 112 419 CHF | 97,84% | 97,84% |
08/07/2024 | 0,53% | 4,20 CHF | 4,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 209 537 CHF | 210 643 CHF | 98,23% | 98,23% |
05/07/2024 | 0,55% | 4,06 CHF | 4,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 206 101 CHF | 207 229 CHF | 99,58% | 99,58% |
04/07/2024 | 0,54% | 4,11 CHF | 4,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 204 557 CHF | 205 655 CHF | 98,25% | 98,25% |
03/07/2024 | 0,55% | 4,01 CHF | 4,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 198 557 CHF | 199 644 CHF | 97,39% | 97,39% |