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 | 0,53% | 5,68 CHF | 5,71 CHF | 22 800 | 22 800 | 22 800 | 22 800 | 129 720 CHF | 130 404 CHF | 99,99% | 99,99% |
15/07/2024 | 0,48% | 5,88 CHF | 5,91 CHF | 20 700 | 20 700 | 20 528 | 20 528 | 128 713 CHF | 129 329 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 6,44 CHF | 6,47 CHF | 21 500 | 21 500 | 21 744 | 21 744 | 136 147 CHF | 136 799 CHF | 99,99% | 99,99% |
11/07/2024 | 0,50% | 6,09 CHF | 6,12 CHF | 22 200 | 22 200 | 22 215 | 22 215 | 133 075 CHF | 133 742 CHF | 99,80% | 99,80% |
10/07/2024 | 0,52% | 5,92 CHF | 5,95 CHF | 23 100 | 23 100 | 23 397 | 23 397 | 135 827 CHF | 136 528 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 5,77 CHF | 5,80 CHF | 23 000 | 23 000 | 22 795 | 22 795 | 134 994 CHF | 135 678 CHF | 99,74% | 99,74% |
08/07/2024 | 0,51% | 5,78 CHF | 5,81 CHF | 23 300 | 23 300 | 23 221 | 23 221 | 135 341 CHF | 136 037 CHF | 99,99% | 99,99% |
05/07/2024 | 0,51% | 5,68 CHF | 5,71 CHF | 22 800 | 22 800 | 22 767 | 22 767 | 132 884 CHF | 133 567 CHF | 99,81% | 99,81% |
04/07/2024 | 0,51% | 5,89 CHF | 5,92 CHF | 23 300 | 23 300 | 23 212 | 23 212 | 136 250 CHF | 136 947 CHF | 100,00% | 100,00% |
03/07/2024 | 0,53% | 5,80 CHF | 5,83 CHF | 23 400 | 23 400 | 23 400 | 23 400 | 133 272 CHF | 133 974 CHF | 100,00% | 100,00% |