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 | 0,37% | 4,89 CHF | 4,90 CHF | 80 000 | 80 000 | 35 301 | 35 301 | 170 842 CHF | 171 376 CHF | 99,88% | 99,88% |
15/07/2024 | 0,36% | 5,07 CHF | 5,08 CHF | 76 000 | 76 000 | 35 364 | 35 364 | 174 533 CHF | 175 069 CHF | 99,25% | 99,25% |
12/07/2024 | 0,39% | 4,78 CHF | 4,79 CHF | 80 000 | 80 000 | 36 085 | 36 085 | 169 521 CHF | 170 069 CHF | 100,00% | 100,00% |
11/07/2024 | 0,37% | 4,76 CHF | 4,77 CHF | 80 000 | 80 000 | 35 527 | 35 527 | 173 042 CHF | 173 579 CHF | 99,98% | 99,98% |
10/07/2024 | 0,38% | 4,74 CHF | 4,75 CHF | 80 000 | 80 000 | 35 772 | 35 772 | 168 930 CHF | 169 472 CHF | 100,00% | 100,00% |
09/07/2024 | 0,38% | 4,68 CHF | 4,69 CHF | 80 000 | 80 000 | 35 781 | 35 781 | 170 664 CHF | 171 206 CHF | 99,99% | 99,99% |
08/07/2024 | 0,38% | 4,73 CHF | 4,74 CHF | 80 000 | 80 000 | 35 511 | 35 511 | 167 766 CHF | 168 302 CHF | 100,00% | 100,00% |
05/07/2024 | 0,41% | 4,61 CHF | 4,62 CHF | 84 000 | 84 000 | 37 962 | 37 962 | 168 335 CHF | 168 914 CHF | 99,17% | 99,17% |
04/07/2024 | 0,46% | 4,35 CHF | 4,37 CHF | 34 000 | 34 000 | 27 118 | 27 118 | 118 023 CHF | 118 566 CHF | 99,50% | 99,50% |
03/07/2024 | 0,41% | 4,40 CHF | 4,41 CHF | 84 000 | 84 000 | 37 514 | 37 514 | 164 235 CHF | 164 803 CHF | 100,00% | 100,00% |