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 | 0,62% | 5,92 CHF | 5,94 CHF | 9 800 | 9 800 | 5 361 | 5 361 | 29 545 CHF | 29 706 CHF | 99,83% | 99,83% |
15/07/2024 | 0,61% | 5,49 CHF | 5,51 CHF | 9 500 | 9 500 | 5 250 | 5 250 | 28 765 CHF | 28 922 CHF | 99,99% | 99,99% |
12/07/2024 | 0,47% | 5,29 CHF | 5,30 CHF | 10 100 | 10 100 | 5 640 | 5 640 | 28 186 CHF | 28 298 CHF | 99,94% | 99,94% |
11/07/2024 | 0,48% | 4,99 CHF | 5,00 CHF | 10 700 | 10 700 | 5 877 | 5 877 | 28 824 CHF | 28 942 CHF | 99,42% | 99,42% |
10/07/2024 | 0,51% | 4,74 CHF | 4,75 CHF | 12 200 | 12 200 | 6 641 | 6 641 | 30 643 CHF | 30 776 CHF | 99,84% | 99,84% |
09/07/2024 | 0,54% | 4,28 CHF | 4,29 CHF | 12 300 | 12 300 | 6 843 | 6 843 | 29 556 CHF | 29 693 CHF | 99,65% | 99,65% |
08/07/2024 | 0,55% | 4,20 CHF | 4,21 CHF | 12 200 | 12 200 | 6 725 | 6 725 | 28 656 CHF | 28 790 CHF | 100,00% | 100,00% |
05/07/2024 | 0,52% | 4,65 CHF | 4,66 CHF | 12 500 | 12 500 | 6 885 | 6 885 | 30 982 CHF | 31 119 CHF | 99,36% | 99,36% |
04/07/2024 | 0,59% | 4,36 CHF | 4,38 CHF | 6 300 | 6 300 | 5 601 | 5 601 | 24 061 CHF | 24 200 CHF | 98,80% | 98,80% |
03/07/2024 | 0,60% | 4,30 CHF | 4,31 CHF | 13 900 | 13 900 | 7 552 | 7 552 | 29 974 CHF | 30 122 CHF | 98,22% | 98,22% |