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 | 0,76% | 4,08 CHF | 4,09 CHF | 88 000 | 88 000 | 39 545 | 39 545 | 161 217 CHF | 162 138 CHF | 99,90% | 99,90% |
15/07/2024 | 0,75% | 4,11 CHF | 4,12 CHF | 88 000 | 88 000 | 36 333 | 36 333 | 150 276 CHF | 151 075 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 4,01 CHF | 4,02 CHF | 89 000 | 89 000 | 40 272 | 40 272 | 159 630 CHF | 160 573 CHF | 100,00% | 100,00% |
11/07/2024 | 0,78% | 3,91 CHF | 3,92 CHF | 90 000 | 90 000 | 40 260 | 40 260 | 159 216 CHF | 160 153 CHF | 99,99% | 99,99% |
10/07/2024 | 0,79% | 3,99 CHF | 4,00 CHF | 89 000 | 89 000 | 40 311 | 40 311 | 159 415 CHF | 160 359 CHF | 100,00% | 100,00% |
09/07/2024 | 0,84% | 3,86 CHF | 3,87 CHF | 90 000 | 90 000 | 38 730 | 38 730 | 148 652 CHF | 149 565 CHF | 99,77% | 99,77% |
08/07/2024 | 0,82% | 3,79 CHF | 3,80 CHF | 91 000 | 91 000 | 41 070 | 41 070 | 155 331 CHF | 156 286 CHF | 99,19% | 99,19% |
05/07/2024 | 0,86% | 3,71 CHF | 3,72 CHF | 92 000 | 92 000 | 41 926 | 41 926 | 152 746 CHF | 153 731 CHF | 99,89% | 99,89% |
04/07/2024 | 0,97% | 3,64 CHF | 3,67 CHF | 37 000 | 37 000 | 30 547 | 30 547 | 110 386 CHF | 111 429 CHF | 99,57% | 99,57% |
03/07/2024 | 0,83% | 3,56 CHF | 3,57 CHF | 94 000 | 94 000 | 41 190 | 41 190 | 152 898 CHF | 153 856 CHF | 100,00% | 100,00% |