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 | 0,22% | 4,77 CHF | 4,78 CHF | 172 000 | 172 000 | 77 166 | 77 166 | 368 508 CHF | 369 283 CHF | 99,89% | 99,89% |
15/07/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 172 000 | 172 000 | 76 908 | 76 908 | 369 860 CHF | 370 632 CHF | 99,97% | 99,97% |
12/07/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 172 000 | 172 000 | 77 004 | 77 004 | 370 915 CHF | 371 687 CHF | 100,00% | 100,00% |
11/07/2024 | 0,21% | 4,85 CHF | 4,86 CHF | 172 000 | 172 000 | 75 388 | 75 388 | 376 254 CHF | 377 013 CHF | 99,97% | 99,97% |
10/07/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 168 000 | 168 000 | 75 061 | 75 061 | 378 389 CHF | 379 141 CHF | 100,00% | 100,00% |
09/07/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 168 000 | 168 000 | 75 328 | 75 328 | 380 467 CHF | 381 222 CHF | 100,00% | 100,00% |
08/07/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 168 000 | 168 000 | 75 325 | 75 325 | 380 302 CHF | 381 057 CHF | 100,00% | 100,00% |
05/07/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 168 000 | 168 000 | 75 004 | 75 004 | 376 587 CHF | 377 338 CHF | 99,81% | 99,81% |
04/07/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 68 000 | 68 000 | 54 219 | 54 219 | 271 147 CHF | 271 689 CHF | 98,30% | 98,30% |
03/07/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 168 000 | 168 000 | 75 028 | 75 028 | 379 426 CHF | 380 177 CHF | 100,00% | 100,00% |