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 | 0,20% | 5,08 CHF | 5,09 CHF | 47 000 | 47 000 | 48 690 | 48 690 | 245 155 CHF | 245 642 CHF | 100,00% | 100,00% |
15/07/2024 | 0,19% | 5,18 CHF | 5,19 CHF | 47 000 | 47 000 | 47 000 | 47 000 | 244 460 CHF | 244 930 CHF | 100,00% | 100,00% |
12/07/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 47 000 | 47 000 | 47 000 | 47 000 | 242 375 CHF | 242 845 CHF | 100,00% | 100,00% |
11/07/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 47 000 | 47 000 | 46 959 | 46 959 | 243 406 CHF | 243 876 CHF | 100,00% | 100,00% |
10/07/2024 | 0,19% | 5,15 CHF | 5,16 CHF | 47 000 | 47 000 | 47 000 | 47 000 | 241 086 CHF | 241 556 CHF | 100,00% | 100,00% |
09/07/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 47 000 | 47 000 | 46 948 | 46 948 | 242 413 CHF | 242 883 CHF | 100,00% | 100,00% |
08/07/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 47 000 | 47 000 | 47 539 | 47 539 | 241 531 CHF | 242 007 CHF | 99,99% | 99,99% |
05/07/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 244 642 CHF | 245 132 CHF | 100,00% | 100,00% |
04/07/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 244 178 CHF | 244 668 CHF | 100,00% | 100,00% |
03/07/2024 | 0,20% | 4,94 CHF | 4,95 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 242 120 CHF | 242 610 CHF | 100,00% | 100,00% |