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% | 5,17 CHF | 5,18 CHF | 80 000 | 80 000 | 35 301 | 35 301 | 180 725 CHF | 181 258 CHF | 99,88% | 99,88% |
15/07/2024 | 0,35% | 5,35 CHF | 5,36 CHF | 76 000 | 76 000 | 35 365 | 35 365 | 184 419 CHF | 184 956 CHF | 99,25% | 99,25% |
12/07/2024 | 0,37% | 5,06 CHF | 5,07 CHF | 80 000 | 80 000 | 36 086 | 36 086 | 179 698 CHF | 180 245 CHF | 100,00% | 100,00% |
11/07/2024 | 0,35% | 5,04 CHF | 5,05 CHF | 80 000 | 80 000 | 35 531 | 35 531 | 183 007 CHF | 183 544 CHF | 99,99% | 99,99% |
10/07/2024 | 0,36% | 5,02 CHF | 5,03 CHF | 80 000 | 80 000 | 35 772 | 35 772 | 178 977 CHF | 179 519 CHF | 100,00% | 100,00% |
09/07/2024 | 0,36% | 4,97 CHF | 4,98 CHF | 80 000 | 80 000 | 35 781 | 35 781 | 180 707 CHF | 181 249 CHF | 99,99% | 99,99% |
08/07/2024 | 0,36% | 5,01 CHF | 5,02 CHF | 80 000 | 80 000 | 35 511 | 35 511 | 177 709 CHF | 178 245 CHF | 100,00% | 100,00% |
05/07/2024 | 0,39% | 4,89 CHF | 4,90 CHF | 84 000 | 84 000 | 37 962 | 37 962 | 178 991 CHF | 179 570 CHF | 99,17% | 99,17% |
04/07/2024 | 0,43% | 4,63 CHF | 4,65 CHF | 34 000 | 34 000 | 27 118 | 27 118 | 125 640 CHF | 126 182 CHF | 99,50% | 99,50% |
03/07/2024 | 0,39% | 4,68 CHF | 4,69 CHF | 84 000 | 84 000 | 37 514 | 37 514 | 174 812 CHF | 175 380 CHF | 100,00% | 100,00% |