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 | 0,52% | 4,43 CHF | 4,45 CHF | 56 000 | 56 000 | 54 936 | 54 936 | 222 411 CHF | 223 527 CHF | 100,00% | 100,00% |
15/07/2024 | 0,52% | 4,02 CHF | 4,04 CHF | 56 000 | 56 000 | 55 391 | 55 391 | 218 255 CHF | 219 371 CHF | 99,99% | 99,99% |
12/07/2024 | 0,55% | 3,86 CHF | 3,88 CHF | 58 000 | 58 000 | 57 355 | 57 355 | 213 994 CHF | 215 150 CHF | 98,46% | 98,46% |
11/07/2024 | 0,56% | 3,73 CHF | 3,75 CHF | 58 000 | 58 000 | 57 359 | 57 359 | 210 592 CHF | 211 748 CHF | 98,72% | 98,72% |
10/07/2024 | 0,61% | 3,45 CHF | 3,47 CHF | 60 000 | 60 000 | 59 344 | 59 344 | 201 008 CHF | 202 203 CHF | 100,00% | 100,00% |
09/07/2024 | 0,60% | 3,37 CHF | 3,39 CHF | 60 000 | 60 000 | 59 207 | 59 207 | 203 763 CHF | 204 958 CHF | 100,00% | 100,00% |
08/07/2024 | 0,59% | 3,55 CHF | 3,57 CHF | 60 000 | 60 000 | 59 209 | 59 209 | 207 340 CHF | 208 536 CHF | 98,21% | 98,21% |
05/07/2024 | 0,60% | 3,45 CHF | 3,47 CHF | 60 000 | 60 000 | 59 343 | 59 343 | 203 641 CHF | 204 837 CHF | 99,99% | 99,99% |
04/07/2024 | 0,59% | 3,48 CHF | 3,50 CHF | 30 000 | 30 000 | 53 020 | 53 020 | 185 796 CHF | 186 862 CHF | 100,00% | 100,00% |
03/07/2024 | 0,59% | 3,43 CHF | 3,45 CHF | 60 000 | 60 000 | 59 344 | 59 344 | 208 174 CHF | 209 370 CHF | 100,00% | 100,00% |