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 | 0,72% | 4,31 CHF | 4,34 CHF | 40 000 | 40 000 | 39 666 | 39 666 | 168 084 CHF | 169 284 CHF | 100,00% | 100,00% |
15/07/2024 | 0,70% | 4,28 CHF | 4,31 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 169 857 CHF | 171 057 CHF | 100,00% | 100,00% |
12/07/2024 | 0,71% | 4,30 CHF | 4,33 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 167 932 CHF | 169 132 CHF | 100,00% | 100,00% |
11/07/2024 | 0,65% | 4,49 CHF | 4,52 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 185 237 CHF | 186 437 CHF | 99,99% | 99,99% |
10/07/2024 | 0,65% | 4,72 CHF | 4,75 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 184 525 CHF | 185 725 CHF | 100,00% | 100,00% |
09/07/2024 | 0,70% | 4,30 CHF | 4,33 CHF | 40 000 | 40 000 | 39 913 | 39 913 | 172 356 CHF | 173 556 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 4,06 CHF | 4,09 CHF | 40 000 | 40 000 | 39 932 | 39 932 | 161 486 CHF | 162 686 CHF | 100,00% | 100,00% |
05/07/2024 | 0,74% | 4,07 CHF | 4,10 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 161 429 CHF | 162 629 CHF | 99,92% | 99,92% |
04/07/2024 | 0,74% | 4,03 CHF | 4,06 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 161 062 CHF | 162 262 CHF | 100,00% | 100,00% |
03/07/2024 | 0,77% | 3,88 CHF | 3,91 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 155 071 CHF | 156 271 CHF | 100,00% | 100,00% |