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 | 0,23% | 4,40 CHF | 4,41 CHF | 126 000 | 126 000 | 54 543 | 54 543 | 245 133 CHF | 245 679 CHF | 99,88% | 99,88% |
15/07/2024 | 0,22% | 4,71 CHF | 4,72 CHF | 122 000 | 122 000 | 53 633 | 53 633 | 252 187 CHF | 252 724 CHF | 99,96% | 99,96% |
12/07/2024 | 0,22% | 4,85 CHF | 4,86 CHF | 120 000 | 120 000 | 53 623 | 53 623 | 251 157 CHF | 251 694 CHF | 100,00% | 100,00% |
11/07/2024 | 0,22% | 4,67 CHF | 4,68 CHF | 122 000 | 122 000 | 53 152 | 53 152 | 251 305 CHF | 251 840 CHF | 99,98% | 99,98% |
10/07/2024 | 0,23% | 4,71 CHF | 4,72 CHF | 122 000 | 122 000 | 54 203 | 54 203 | 250 242 CHF | 250 786 CHF | 100,00% | 100,00% |
09/07/2024 | 0,23% | 4,46 CHF | 4,47 CHF | 126 000 | 126 000 | 54 666 | 54 666 | 246 404 CHF | 246 952 CHF | 99,74% | 99,74% |
08/07/2024 | 0,24% | 4,34 CHF | 4,35 CHF | 128 000 | 128 000 | 55 868 | 55 868 | 242 071 CHF | 242 630 CHF | 100,00% | 100,00% |
05/07/2024 | 0,26% | 4,20 CHF | 4,21 CHF | 130 000 | 130 000 | 58 315 | 58 315 | 234 119 CHF | 234 704 CHF | 99,37% | 99,37% |
04/07/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 48 000 | 48 000 | 40 637 | 40 637 | 158 438 CHF | 158 845 CHF | 97,60% | 97,60% |
03/07/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 136 000 | 136 000 | 59 397 | 59 397 | 231 008 CHF | 231 603 CHF | 99,10% | 99,10% |