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% | 5,23 CHF | 5,25 CHF | 20 000 | 20 000 | 19 998 | 19 998 | 103 632 CHF | 104 032 CHF | 100,00% | 100,00% |
15/07/2024 | 0,37% | 5,32 CHF | 5,34 CHF | 19 000 | 19 000 | 19 000 | 19 000 | 101 785 CHF | 102 165 CHF | 100,00% | 100,00% |
12/07/2024 | 0,37% | 5,42 CHF | 5,44 CHF | 19 000 | 19 000 | 19 000 | 19 000 | 102 834 CHF | 103 214 CHF | 100,00% | 100,00% |
11/07/2024 | 0,37% | 5,42 CHF | 5,44 CHF | 19 000 | 19 000 | 18 983 | 18 983 | 103 414 CHF | 103 794 CHF | 100,00% | 100,00% |
10/07/2024 | 0,37% | 5,40 CHF | 5,42 CHF | 19 000 | 19 000 | 19 000 | 19 000 | 102 602 CHF | 102 982 CHF | 100,00% | 100,00% |
09/07/2024 | 0,37% | 5,36 CHF | 5,38 CHF | 19 000 | 19 000 | 18 978 | 18 978 | 103 439 CHF | 103 819 CHF | 100,00% | 100,00% |
08/07/2024 | 0,36% | 5,49 CHF | 5,51 CHF | 19 000 | 19 000 | 19 000 | 19 000 | 104 403 CHF | 104 783 CHF | 100,00% | 100,00% |
05/07/2024 | 0,37% | 5,40 CHF | 5,42 CHF | 19 000 | 19 000 | 19 000 | 19 000 | 101 775 CHF | 102 155 CHF | 100,00% | 100,00% |
04/07/2024 | 0,38% | 5,25 CHF | 5,27 CHF | 19 000 | 19 000 | 19 000 | 19 000 | 100 502 CHF | 100 882 CHF | 100,00% | 100,00% |
03/07/2024 | 0,38% | 5,27 CHF | 5,29 CHF | 19 000 | 19 000 | 19 010 | 19 010 | 100 098 CHF | 100 478 CHF | 100,00% | 100,00% |