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 | 0,39% | 4,57 CHF | 4,58 CHF | 80 000 | 80 000 | 35 297 | 35 297 | 159 516 CHF | 160 049 CHF | 99,87% | 99,87% |
15/07/2024 | 0,39% | 4,75 CHF | 4,76 CHF | 76 000 | 76 000 | 35 367 | 35 367 | 163 325 CHF | 163 862 CHF | 99,26% | 99,26% |
12/07/2024 | 0,42% | 4,46 CHF | 4,47 CHF | 80 000 | 80 000 | 36 085 | 36 085 | 158 057 CHF | 158 604 CHF | 100,00% | 100,00% |
11/07/2024 | 0,39% | 4,44 CHF | 4,45 CHF | 80 000 | 80 000 | 35 524 | 35 524 | 161 747 CHF | 162 284 CHF | 99,97% | 99,97% |
10/07/2024 | 0,41% | 4,42 CHF | 4,43 CHF | 80 000 | 80 000 | 35 772 | 35 772 | 157 519 CHF | 158 061 CHF | 100,00% | 100,00% |
09/07/2024 | 0,40% | 4,37 CHF | 4,38 CHF | 80 000 | 80 000 | 35 781 | 35 781 | 159 260 CHF | 159 802 CHF | 99,99% | 99,99% |
08/07/2024 | 0,41% | 4,41 CHF | 4,42 CHF | 80 000 | 80 000 | 35 510 | 35 510 | 156 466 CHF | 157 002 CHF | 100,00% | 100,00% |
05/07/2024 | 0,45% | 4,29 CHF | 4,30 CHF | 84 000 | 84 000 | 37 962 | 37 962 | 156 226 CHF | 156 805 CHF | 99,17% | 99,17% |
04/07/2024 | 0,49% | 4,03 CHF | 4,05 CHF | 34 000 | 34 000 | 27 118 | 27 118 | 109 353 CHF | 109 896 CHF | 99,50% | 99,50% |
03/07/2024 | 0,44% | 4,08 CHF | 4,09 CHF | 84 000 | 84 000 | 37 514 | 37 514 | 152 219 CHF | 152 786 CHF | 100,00% | 100,00% |