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 | 0,35% | 5,11 CHF | 5,12 CHF | 80 000 | 80 000 | 35 295 | 35 295 | 178 480 CHF | 179 014 CHF | 99,87% | 99,87% |
15/07/2024 | 0,35% | 5,29 CHF | 5,30 CHF | 76 000 | 76 000 | 35 368 | 35 368 | 182 213 CHF | 182 749 CHF | 99,26% | 99,26% |
12/07/2024 | 0,37% | 4,99 CHF | 5,00 CHF | 80 000 | 80 000 | 36 085 | 36 085 | 177 427 CHF | 177 975 CHF | 100,00% | 100,00% |
11/07/2024 | 0,35% | 4,97 CHF | 4,98 CHF | 80 000 | 80 000 | 35 528 | 35 528 | 180 764 CHF | 181 301 CHF | 99,98% | 99,98% |
10/07/2024 | 0,36% | 4,96 CHF | 4,97 CHF | 80 000 | 80 000 | 35 772 | 35 772 | 176 740 CHF | 177 282 CHF | 100,00% | 100,00% |
09/07/2024 | 0,36% | 4,90 CHF | 4,91 CHF | 80 000 | 80 000 | 35 785 | 35 785 | 178 474 CHF | 179 015 CHF | 100,00% | 100,00% |
08/07/2024 | 0,36% | 4,95 CHF | 4,96 CHF | 80 000 | 80 000 | 35 511 | 35 511 | 175 481 CHF | 176 016 CHF | 100,00% | 100,00% |
05/07/2024 | 0,39% | 4,82 CHF | 4,83 CHF | 84 000 | 84 000 | 37 962 | 37 962 | 176 599 CHF | 177 177 CHF | 99,17% | 99,17% |
04/07/2024 | 0,44% | 4,56 CHF | 4,58 CHF | 34 000 | 34 000 | 27 109 | 27 109 | 123 896 CHF | 124 439 CHF | 99,65% | 99,65% |
03/07/2024 | 0,39% | 4,62 CHF | 4,63 CHF | 84 000 | 84 000 | 37 515 | 37 515 | 172 436 CHF | 173 003 CHF | 100,00% | 100,00% |