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 | 1,01% | 4,77 CHF | 4,78 CHF | 70 000 | 70 000 | 30 226 | 30 226 | 146 409 CHF | 147 490 CHF | 99,90% | 99,90% |
15/07/2024 | 0,98% | 5,10 CHF | 5,11 CHF | 70 000 | 70 000 | 30 461 | 30 461 | 154 298 CHF | 155 382 CHF | 98,92% | 98,92% |
12/07/2024 | 1,05% | 5,02 CHF | 5,03 CHF | 70 000 | 70 000 | 30 284 | 30 284 | 146 425 CHF | 147 508 CHF | 100,00% | 100,00% |
11/07/2024 | 0,94% | 4,99 CHF | 5,00 CHF | 70 000 | 70 000 | 30 169 | 30 169 | 156 493 CHF | 157 573 CHF | 99,97% | 99,97% |
10/07/2024 | 0,96% | 5,26 CHF | 5,27 CHF | 70 000 | 70 000 | 30 430 | 30 430 | 158 197 CHF | 159 285 CHF | 99,49% | 99,49% |
09/07/2024 | 0,94% | 5,13 CHF | 5,14 CHF | 70 000 | 70 000 | 30 342 | 30 342 | 160 124 CHF | 161 209 CHF | 99,60% | 99,60% |
08/07/2024 | 0,98% | 5,21 CHF | 5,22 CHF | 70 000 | 70 000 | 30 104 | 30 104 | 153 820 CHF | 154 895 CHF | 100,00% | 100,00% |
05/07/2024 | 1,06% | 4,97 CHF | 4,98 CHF | 70 000 | 70 000 | 33 298 | 33 298 | 155 785 CHF | 156 946 CHF | 95,75% | 95,75% |
04/07/2024 | 1,11% | 4,44 CHF | 4,47 CHF | 30 000 | 30 000 | 24 696 | 24 696 | 110 070 CHF | 111 211 CHF | 97,96% | 97,96% |
03/07/2024 | 0,97% | 4,49 CHF | 4,50 CHF | 70 000 | 70 000 | 33 102 | 33 102 | 142 178 CHF | 143 183 CHF | 97,33% | 97,33% |