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 | 0,51% | 5,91 CHF | 5,94 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 151 743 CHF | 152 523 CHF | 99,99% | 99,99% |
15/07/2024 | 0,48% | 6,03 CHF | 6,06 CHF | 26 000 | 26 000 | 25 243 | 25 243 | 155 946 CHF | 156 704 CHF | 99,96% | 99,96% |
12/07/2024 | 0,48% | 6,13 CHF | 6,16 CHF | 26 000 | 26 000 | 25 321 | 25 321 | 157 705 CHF | 158 465 CHF | 100,00% | 100,00% |
11/07/2024 | 0,48% | 6,40 CHF | 6,43 CHF | 25 000 | 25 000 | 25 124 | 25 124 | 157 400 CHF | 158 154 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 6,09 CHF | 6,12 CHF | 26 000 | 26 000 | 25 420 | 25 420 | 156 120 CHF | 156 883 CHF | 100,00% | 100,00% |
09/07/2024 | 0,48% | 6,17 CHF | 6,20 CHF | 25 000 | 25 000 | 24 969 | 24 969 | 156 292 CHF | 157 042 CHF | 99,99% | 99,99% |
08/07/2024 | 0,47% | 6,21 CHF | 6,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 158 727 CHF | 159 477 CHF | 100,00% | 100,00% |
05/07/2024 | 0,47% | 6,41 CHF | 6,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 160 063 CHF | 160 813 CHF | 99,81% | 99,81% |
04/07/2024 | 0,48% | 6,22 CHF | 6,25 CHF | 25 000 | 25 000 | 25 127 | 25 127 | 155 533 CHF | 156 287 CHF | 99,49% | 99,49% |
03/07/2024 | 0,51% | 5,92 CHF | 5,95 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 154 034 CHF | 154 814 CHF | 99,99% | 99,99% |