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 | 0,44% | 4,58 CHF | 4,60 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 272 096 CHF | 273 296 CHF | 100,00% | 100,00% |
15/07/2024 | 0,44% | 4,57 CHF | 4,59 CHF | 60 000 | 60 000 | 59 840 | 59 840 | 273 289 CHF | 274 486 CHF | 100,00% | 100,00% |
12/07/2024 | 0,45% | 4,53 CHF | 4,55 CHF | 60 000 | 60 000 | 60 246 | 60 246 | 269 336 CHF | 270 541 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 4,44 CHF | 4,46 CHF | 61 000 | 61 000 | 60 966 | 60 966 | 267 699 CHF | 268 919 CHF | 99,83% | 99,83% |
10/07/2024 | 0,47% | 4,30 CHF | 4,32 CHF | 62 000 | 62 000 | 62 000 | 62 000 | 264 709 CHF | 265 949 CHF | 100,00% | 100,00% |
09/07/2024 | 0,46% | 4,30 CHF | 4,32 CHF | 62 000 | 62 000 | 61 122 | 61 122 | 266 661 CHF | 267 883 CHF | 99,73% | 99,73% |
08/07/2024 | 0,46% | 4,36 CHF | 4,38 CHF | 61 000 | 61 000 | 61 125 | 61 125 | 265 712 CHF | 266 934 CHF | 100,00% | 100,00% |
05/07/2024 | 0,47% | 4,22 CHF | 4,24 CHF | 62 000 | 62 000 | 61 945 | 61 945 | 265 045 CHF | 266 284 CHF | 99,80% | 99,80% |
04/07/2024 | 0,47% | 4,26 CHF | 4,28 CHF | 62 000 | 62 000 | 61 997 | 61 997 | 263 361 CHF | 264 601 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 4,16 CHF | 4,18 CHF | 63 000 | 63 000 | 63 050 | 63 050 | 260 035 CHF | 261 296 CHF | 100,00% | 100,00% |