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 | 0,36% | 5,03 CHF | 5,04 CHF | 80 000 | 80 000 | 35 293 | 35 293 | 175 706 CHF | 176 239 CHF | 99,86% | 99,86% |
15/07/2024 | 0,36% | 5,21 CHF | 5,22 CHF | 76 000 | 76 000 | 35 364 | 35 364 | 179 427 CHF | 179 964 CHF | 99,25% | 99,25% |
12/07/2024 | 0,38% | 4,92 CHF | 4,93 CHF | 80 000 | 80 000 | 36 086 | 36 086 | 174 611 CHF | 175 159 CHF | 100,00% | 100,00% |
11/07/2024 | 0,36% | 4,89 CHF | 4,90 CHF | 80 000 | 80 000 | 35 523 | 35 523 | 177 957 CHF | 178 494 CHF | 99,97% | 99,97% |
10/07/2024 | 0,37% | 4,88 CHF | 4,89 CHF | 80 000 | 80 000 | 35 772 | 35 772 | 173 914 CHF | 174 455 CHF | 100,00% | 100,00% |
09/07/2024 | 0,37% | 4,82 CHF | 4,83 CHF | 80 000 | 80 000 | 35 784 | 35 784 | 175 659 CHF | 176 201 CHF | 100,00% | 100,00% |
08/07/2024 | 0,37% | 4,87 CHF | 4,88 CHF | 80 000 | 80 000 | 35 507 | 35 507 | 172 684 CHF | 173 219 CHF | 99,99% | 99,99% |
05/07/2024 | 0,40% | 4,75 CHF | 4,76 CHF | 84 000 | 84 000 | 37 963 | 37 963 | 173 621 CHF | 174 200 CHF | 99,17% | 99,17% |
04/07/2024 | 0,44% | 4,49 CHF | 4,51 CHF | 34 000 | 34 000 | 27 118 | 27 118 | 121 811 CHF | 122 353 CHF | 99,50% | 99,50% |
03/07/2024 | 0,40% | 4,54 CHF | 4,55 CHF | 84 000 | 84 000 | 37 514 | 37 514 | 169 478 CHF | 170 046 CHF | 100,00% | 100,00% |