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% | 4,68 CHF | 4,69 CHF | 126 000 | 126 000 | 54 540 | 54 540 | 260 417 CHF | 260 963 CHF | 99,88% | 99,88% |
15/07/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 122 000 | 122 000 | 53 627 | 53 627 | 267 170 CHF | 267 707 CHF | 99,99% | 99,99% |
12/07/2024 | 0,21% | 5,13 CHF | 5,14 CHF | 120 000 | 120 000 | 53 622 | 53 622 | 266 175 CHF | 266 712 CHF | 100,00% | 100,00% |
11/07/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 122 000 | 122 000 | 53 150 | 53 150 | 266 177 CHF | 266 711 CHF | 99,98% | 99,98% |
10/07/2024 | 0,21% | 4,99 CHF | 5,00 CHF | 122 000 | 122 000 | 54 202 | 54 202 | 265 485 CHF | 266 028 CHF | 100,00% | 100,00% |
09/07/2024 | 0,21% | 4,74 CHF | 4,75 CHF | 126 000 | 126 000 | 54 665 | 54 665 | 261 763 CHF | 262 311 CHF | 99,74% | 99,74% |
08/07/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 128 000 | 128 000 | 55 857 | 55 857 | 257 668 CHF | 258 227 CHF | 100,00% | 100,00% |
05/07/2024 | 0,24% | 4,48 CHF | 4,49 CHF | 130 000 | 130 000 | 58 311 | 58 311 | 250 466 CHF | 251 051 CHF | 99,36% | 99,36% |
04/07/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 48 000 | 48 000 | 40 637 | 40 637 | 169 837 CHF | 170 243 CHF | 97,59% | 97,59% |
03/07/2024 | 0,24% | 4,17 CHF | 4,18 CHF | 136 000 | 136 000 | 59 388 | 59 388 | 247 695 CHF | 248 290 CHF | 99,09% | 99,09% |