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 | 0,63% | 6,01 CHF | 6,02 CHF | 38 000 | 38 000 | 15 152 | 15 152 | 88 712 CHF | 89 078 CHF | 98,98% | 98,98% |
15/07/2024 | 0,41% | 5,66 CHF | 5,67 CHF | 40 000 | 40 000 | 17 901 | 17 901 | 100 750 CHF | 101 074 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 5,61 CHF | 5,62 CHF | 40 000 | 40 000 | 18 120 | 18 120 | 101 555 CHF | 101 926 CHF | 99,98% | 99,98% |
11/07/2024 | 0,50% | 5,60 CHF | 5,61 CHF | 41 000 | 41 000 | 18 008 | 18 008 | 101 248 CHF | 101 624 CHF | 99,76% | 99,76% |
10/07/2024 | 0,42% | 5,61 CHF | 5,62 CHF | 40 000 | 40 000 | 18 429 | 18 429 | 103 096 CHF | 103 433 CHF | 100,00% | 100,00% |
09/07/2024 | 0,43% | 5,57 CHF | 5,58 CHF | 41 000 | 41 000 | 18 856 | 18 856 | 103 467 CHF | 103 814 CHF | 100,00% | 100,00% |
08/07/2024 | 0,43% | 5,47 CHF | 5,48 CHF | 41 000 | 41 000 | 18 885 | 18 885 | 102 537 CHF | 102 884 CHF | 100,00% | 100,00% |
05/07/2024 | 0,42% | 5,41 CHF | 5,42 CHF | 42 000 | 42 000 | 18 921 | 18 921 | 103 458 CHF | 103 806 CHF | 99,90% | 99,90% |
04/07/2024 | 0,46% | 5,54 CHF | 5,56 CHF | 17 000 | 17 000 | 13 815 | 13 815 | 76 381 CHF | 76 716 CHF | 99,83% | 99,83% |
03/07/2024 | 0,42% | 5,52 CHF | 5,53 CHF | 41 000 | 41 000 | 18 911 | 18 911 | 104 491 CHF | 104 838 CHF | 99,77% | 99,77% |