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 | 0,26% | 3,87 CHF | 3,88 CHF | 125 000 | 125 000 | 68 972 | 68 972 | 270 555 CHF | 271 246 CHF | 99,87% | 99,87% |
15/07/2024 | 0,26% | 4,00 CHF | 4,01 CHF | 120 000 | 120 000 | 68 888 | 68 888 | 272 378 CHF | 273 069 CHF | 99,99% | 99,99% |
12/07/2024 | 0,26% | 3,96 CHF | 3,97 CHF | 125 000 | 125 000 | 68 761 | 68 761 | 272 750 CHF | 273 439 CHF | 100,00% | 100,00% |
11/07/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 125 000 | 125 000 | 66 682 | 66 682 | 274 833 CHF | 275 502 CHF | 99,98% | 99,98% |
10/07/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 120 000 | 120 000 | 66 132 | 66 132 | 271 795 CHF | 272 458 CHF | 99,99% | 99,99% |
09/07/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 120 000 | 120 000 | 66 161 | 66 161 | 277 253 CHF | 277 916 CHF | 100,00% | 100,00% |
08/07/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 120 000 | 120 000 | 66 141 | 66 141 | 278 194 CHF | 278 857 CHF | 100,00% | 100,00% |
05/07/2024 | 0,25% | 4,20 CHF | 4,21 CHF | 120 000 | 120 000 | 66 132 | 66 132 | 273 634 CHF | 274 296 CHF | 99,99% | 99,99% |
04/07/2024 | 0,24% | 4,09 CHF | 4,10 CHF | 60 000 | 60 000 | 53 623 | 53 623 | 220 928 CHF | 221 464 CHF | 100,00% | 100,00% |
03/07/2024 | 0,25% | 4,10 CHF | 4,11 CHF | 120 000 | 120 000 | 66 741 | 66 741 | 272 859 CHF | 273 527 CHF | 96,78% | 96,78% |