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 | 0,27% | 3,76 CHF | 3,77 CHF | 270 000 | 270 000 | 118 764 | 118 764 | 451 214 CHF | 452 412 CHF | 99,88% | 99,88% |
15/07/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 270 000 | 270 000 | 120 302 | 120 302 | 470 413 CHF | 471 621 CHF | 97,47% | 97,47% |
12/07/2024 | 0,27% | 3,95 CHF | 3,96 CHF | 270 000 | 270 000 | 119 182 | 119 182 | 459 366 CHF | 460 563 CHF | 100,00% | 100,00% |
11/07/2024 | 0,25% | 3,92 CHF | 3,93 CHF | 270 000 | 270 000 | 118 142 | 118 142 | 484 023 CHF | 485 216 CHF | 99,89% | 99,89% |
10/07/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 250 000 | 250 000 | 116 178 | 116 178 | 473 673 CHF | 474 839 CHF | 100,00% | 100,00% |
09/07/2024 | 0,26% | 4,01 CHF | 4,02 CHF | 270 000 | 270 000 | 121 429 | 121 429 | 482 568 CHF | 483 789 CHF | 94,33% | 94,33% |
08/07/2024 | 0,28% | 3,83 CHF | 3,84 CHF | 270 000 | 270 000 | 119 115 | 119 115 | 452 233 CHF | 453 431 CHF | 100,00% | 100,00% |
05/07/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 260 000 | 260 000 | 117 574 | 117 574 | 449 301 CHF | 450 482 CHF | 98,91% | 98,91% |
04/07/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 305 945 CHF | 306 745 CHF | 97,17% | 97,17% |
03/07/2024 | 0,29% | 3,73 CHF | 3,74 CHF | 270 000 | 270 000 | 125 980 | 125 980 | 452 148 CHF | 453 413 CHF | 95,61% | 95,61% |