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 | 0,39% | 5,20 CHF | 5,22 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 25 535 CHF | 25 634 CHF | 99,91% | 99,91% |
15/07/2024 | 0,39% | 5,20 CHF | 5,22 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 25 796 CHF | 25 895 CHF | 100,00% | 100,00% |
12/07/2024 | 0,40% | 5,13 CHF | 5,15 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 25 093 CHF | 25 192 CHF | 100,00% | 100,00% |
11/07/2024 | 0,39% | 5,09 CHF | 5,11 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 25 339 CHF | 25 438 CHF | 99,35% | 99,35% |
10/07/2024 | 0,48% | 4,15 CHF | 4,17 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 20 672 CHF | 20 771 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 4,06 CHF | 4,08 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 19 762 CHF | 19 861 CHF | 99,53% | 99,53% |
08/07/2024 | 0,53% | 3,91 CHF | 3,93 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 18 952 CHF | 19 051 CHF | 100,00% | 100,00% |
05/07/2024 | 0,52% | 3,90 CHF | 3,92 CHF | 5 000 | 5 000 | 4 951 | 4 951 | 19 170 CHF | 19 269 CHF | 96,13% | 96,13% |
04/07/2024 | 0,52% | 3,93 CHF | 3,95 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 19 150 CHF | 19 250 CHF | 99,42% | 99,42% |
03/07/2024 | 0,46% | 4,30 CHF | 4,32 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 21 789 CHF | 21 888 CHF | 100,00% | 100,00% |