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 | 0,25% | 4,15 CHF | 4,16 CHF | 730 000 | 730 000 | 724 085 | 724 085 | 2 969 400 CHF | 2 976 700 CHF | 98,79% | 98,79% |
15/07/2024 | 0,23% | 4,28 CHF | 4,29 CHF | 710 000 | 710 000 | 710 000 | 710 000 | 3 091 120 CHF | 3 098 220 CHF | 99,09% | 99,09% |
12/07/2024 | 0,23% | 4,55 CHF | 4,56 CHF | 730 000 | 730 000 | 730 000 | 730 000 | 3 130 980 CHF | 3 138 280 CHF | 95,40% | 95,40% |
11/07/2024 | 0,27% | 4,20 CHF | 4,21 CHF | 750 000 | 750 000 | 736 486 | 736 486 | 3 011 860 CHF | 3 019 310 CHF | 99,10% | 99,10% |
10/07/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 780 000 | 780 000 | 780 000 | 780 000 | 3 059 400 CHF | 3 067 200 CHF | 100,00% | 100,00% |
09/07/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 740 000 | 740 000 | 737 455 | 737 455 | 2 910 400 CHF | 2 917 800 CHF | 99,99% | 99,99% |
08/07/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 750 000 | 750 000 | 748 734 | 748 734 | 3 149 540 CHF | 3 157 040 CHF | 99,71% | 99,71% |
05/07/2024 | 0,23% | 4,13 CHF | 4,14 CHF | 740 000 | 740 000 | 740 000 | 740 000 | 3 180 410 CHF | 3 187 810 CHF | 99,82% | 99,82% |
04/07/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 3 083 440 CHF | 3 090 940 CHF | 99,93% | 99,93% |
03/07/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 790 000 | 790 000 | 790 000 | 790 000 | 3 133 780 CHF | 3 141 680 CHF | 100,00% | 100,00% |