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 | 0,83% | 5,06 CHF | 5,10 CHF | 31 300 | 31 300 | 31 291 | 31 291 | 150 977 CHF | 152 229 CHF | 99,99% | 99,99% |
15/07/2024 | 1,02% | 5,01 CHF | 5,06 CHF | 29 800 | 29 800 | 29 800 | 29 800 | 145 504 CHF | 146 994 CHF | 99,10% | 99,10% |
12/07/2024 | 0,79% | 5,24 CHF | 5,28 CHF | 31 900 | 31 900 | 31 900 | 31 900 | 161 246 CHF | 162 522 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 4,88 CHF | 4,92 CHF | 31 900 | 31 900 | 31 900 | 31 900 | 157 785 CHF | 159 061 CHF | 99,99% | 99,99% |
10/07/2024 | 0,88% | 4,73 CHF | 4,77 CHF | 35 800 | 35 800 | 35 800 | 35 800 | 162 520 CHF | 163 952 CHF | 100,00% | 100,00% |
09/07/2024 | 0,92% | 4,05 CHF | 4,09 CHF | 31 400 | 31 400 | 31 400 | 31 400 | 135 584 CHF | 136 840 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 4,96 CHF | 5,00 CHF | 31 100 | 31 100 | 31 100 | 31 100 | 165 632 CHF | 166 876 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 4,84 CHF | 4,89 CHF | 28 900 | 28 900 | 28 900 | 28 900 | 146 240 CHF | 147 685 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 5,42 CHF | 5,46 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 176 056 CHF | 177 376 CHF | 100,00% | 100,00% |
03/07/2024 | 0,86% | 4,70 CHF | 4,74 CHF | 38 900 | 38 900 | 38 900 | 38 900 | 180 615 CHF | 182 171 CHF | 100,00% | 100,00% |