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 | 0,22% | 4,59 CHF | 4,60 CHF | 126 000 | 126 000 | 54 546 | 54 546 | 255 341 CHF | 255 887 CHF | 99,89% | 99,89% |
15/07/2024 | 0,21% | 4,90 CHF | 4,91 CHF | 122 000 | 122 000 | 53 627 | 53 627 | 262 164 CHF | 262 701 CHF | 99,99% | 99,99% |
12/07/2024 | 0,21% | 5,03 CHF | 5,04 CHF | 120 000 | 120 000 | 53 621 | 53 621 | 261 153 CHF | 261 690 CHF | 100,00% | 100,00% |
11/07/2024 | 0,21% | 4,86 CHF | 4,87 CHF | 122 000 | 122 000 | 53 156 | 53 156 | 261 256 CHF | 261 791 CHF | 99,99% | 99,99% |
10/07/2024 | 0,22% | 4,90 CHF | 4,91 CHF | 122 000 | 122 000 | 54 203 | 54 203 | 260 392 CHF | 260 936 CHF | 100,00% | 100,00% |
09/07/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 126 000 | 126 000 | 54 655 | 54 655 | 256 560 CHF | 257 108 CHF | 99,72% | 99,72% |
08/07/2024 | 0,23% | 4,52 CHF | 4,53 CHF | 128 000 | 128 000 | 55 857 | 55 857 | 252 438 CHF | 252 998 CHF | 100,00% | 100,00% |
05/07/2024 | 0,24% | 4,39 CHF | 4,40 CHF | 130 000 | 130 000 | 58 319 | 58 319 | 245 030 CHF | 245 616 CHF | 99,38% | 99,38% |
04/07/2024 | 0,24% | 4,05 CHF | 4,06 CHF | 48 000 | 48 000 | 40 637 | 40 637 | 166 016 CHF | 166 423 CHF | 97,59% | 97,59% |
03/07/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 136 000 | 136 000 | 59 389 | 59 389 | 242 090 CHF | 242 684 CHF | 99,09% | 99,09% |