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 | 0,24% | 4,35 CHF | 4,36 CHF | 172 000 | 172 000 | 77 155 | 77 155 | 335 700 CHF | 336 475 CHF | 99,88% | 99,88% |
15/07/2024 | 0,23% | 4,39 CHF | 4,40 CHF | 172 000 | 172 000 | 76 929 | 76 929 | 337 341 CHF | 338 113 CHF | 99,96% | 99,96% |
12/07/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 172 000 | 172 000 | 77 004 | 77 004 | 338 301 CHF | 339 073 CHF | 100,00% | 100,00% |
11/07/2024 | 0,22% | 4,43 CHF | 4,44 CHF | 172 000 | 172 000 | 75 379 | 75 379 | 344 322 CHF | 345 081 CHF | 99,98% | 99,98% |
10/07/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 168 000 | 168 000 | 75 061 | 75 061 | 346 570 CHF | 347 322 CHF | 100,00% | 100,00% |
09/07/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 168 000 | 168 000 | 75 320 | 75 320 | 348 581 CHF | 349 335 CHF | 100,00% | 100,00% |
08/07/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 168 000 | 168 000 | 75 325 | 75 325 | 348 477 CHF | 349 232 CHF | 100,00% | 100,00% |
05/07/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 168 000 | 168 000 | 75 013 | 75 013 | 344 816 CHF | 345 567 CHF | 99,82% | 99,82% |
04/07/2024 | 0,22% | 4,58 CHF | 4,59 CHF | 68 000 | 68 000 | 54 219 | 54 219 | 248 070 CHF | 248 612 CHF | 98,30% | 98,30% |
03/07/2024 | 0,22% | 4,55 CHF | 4,56 CHF | 168 000 | 168 000 | 74 497 | 74 497 | 345 095 CHF | 345 842 CHF | 99,41% | 99,41% |