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 | 36 000 | 36 000 | 35 718 | 35 718 | 142 387 CHF | 142 745 CHF | 99,98% | 99,98% |
15/07/2024 | 0,47% | 4,07 CHF | 4,09 CHF | 30 800 | 30 800 | 30 720 | 30 720 | 129 977 CHF | 130 591 CHF | 99,99% | 99,99% |
12/07/2024 | 0,25% | 4,71 CHF | 4,72 CHF | 36 900 | 36 900 | 37 330 | 37 330 | 149 331 CHF | 149 705 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 3,72 CHF | 3,73 CHF | 42 000 | 42 000 | 41 809 | 41 809 | 145 997 CHF | 146 415 CHF | 99,95% | 99,95% |
10/07/2024 | 0,32% | 3,38 CHF | 3,39 CHF | 47 100 | 47 100 | 47 628 | 47 628 | 150 176 CHF | 150 652 CHF | 99,99% | 99,99% |
09/07/2024 | 0,31% | 2,85 CHF | 2,86 CHF | 41 000 | 41 000 | 40 057 | 40 057 | 128 161 CHF | 128 562 CHF | 99,73% | 99,73% |
08/07/2024 | 0,27% | 3,60 CHF | 3,61 CHF | 39 600 | 39 600 | 39 436 | 39 436 | 145 366 CHF | 145 761 CHF | 99,30% | 99,30% |
05/07/2024 | 0,26% | 3,60 CHF | 3,61 CHF | 39 300 | 39 300 | 38 573 | 38 573 | 150 493 CHF | 150 878 CHF | 99,98% | 99,98% |
04/07/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 40 100 | 40 100 | 39 934 | 39 934 | 142 984 CHF | 143 383 CHF | 99,59% | 99,59% |
03/07/2024 | 0,29% | 3,56 CHF | 3,57 CHF | 43 100 | 43 100 | 43 202 | 43 202 | 147 195 CHF | 147 627 CHF | 100,00% | 100,00% |