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 | 0,21% | 4,78 CHF | 4,79 CHF | 126 000 | 126 000 | 54 535 | 54 535 | 265 864 CHF | 266 411 CHF | 99,87% | 99,87% |
15/07/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 122 000 | 122 000 | 53 627 | 53 627 | 272 520 CHF | 273 057 CHF | 99,99% | 99,99% |
12/07/2024 | 0,20% | 5,23 CHF | 5,24 CHF | 120 000 | 120 000 | 53 622 | 53 622 | 271 530 CHF | 272 067 CHF | 100,00% | 100,00% |
11/07/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 122 000 | 122 000 | 53 156 | 53 156 | 271 515 CHF | 272 049 CHF | 99,99% | 99,99% |
10/07/2024 | 0,21% | 5,09 CHF | 5,10 CHF | 122 000 | 122 000 | 54 203 | 54 203 | 270 918 CHF | 271 461 CHF | 100,00% | 100,00% |
09/07/2024 | 0,21% | 4,84 CHF | 4,85 CHF | 126 000 | 126 000 | 54 666 | 54 666 | 267 216 CHF | 267 764 CHF | 99,74% | 99,74% |
08/07/2024 | 0,22% | 4,72 CHF | 4,73 CHF | 128 000 | 128 000 | 55 868 | 55 868 | 263 297 CHF | 263 857 CHF | 100,00% | 100,00% |
05/07/2024 | 0,23% | 4,58 CHF | 4,59 CHF | 130 000 | 130 000 | 58 314 | 58 314 | 256 295 CHF | 256 880 CHF | 99,37% | 99,37% |
04/07/2024 | 0,23% | 4,24 CHF | 4,25 CHF | 48 000 | 48 000 | 40 637 | 40 637 | 173 915 CHF | 174 322 CHF | 97,59% | 97,59% |
03/07/2024 | 0,24% | 4,27 CHF | 4,28 CHF | 136 000 | 136 000 | 59 389 | 59 389 | 253 664 CHF | 254 259 CHF | 99,09% | 99,09% |