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 | 0,26% | 3,87 CHF | 3,88 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 76 750 CHF | 76 950 CHF | 99,39% | 99,39% |
15/07/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 81 172 CHF | 81 372 CHF | 99,39% | 99,39% |
12/07/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 80 325 CHF | 80 525 CHF | 99,08% | 99,08% |
11/07/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 80 691 CHF | 80 891 CHF | 85,73% | 85,73% |
10/07/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 78 547 CHF | 78 747 CHF | 95,48% | 95,48% |
09/07/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 78 197 CHF | 78 397 CHF | 99,05% | 99,05% |
08/07/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 76 321 CHF | 76 521 CHF | 99,24% | 99,24% |
05/07/2024 | 0,27% | 3,57 CHF | 3,58 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 72 877 CHF | 73 077 CHF | 99,39% | 99,39% |
04/07/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 73 148 CHF | 73 348 CHF | 99,39% | 99,39% |
03/07/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 72 231 CHF | 72 431 CHF | 98,64% | 98,64% |