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 | 0,19% | 5,43 CHF | 5,44 CHF | 125 000 | 125 000 | 68 971 | 68 971 | 377 993 CHF | 378 684 CHF | 99,87% | 99,87% |
15/07/2024 | 0,19% | 5,56 CHF | 5,57 CHF | 120 000 | 120 000 | 68 885 | 68 885 | 379 444 CHF | 380 134 CHF | 100,00% | 100,00% |
12/07/2024 | 0,18% | 5,51 CHF | 5,52 CHF | 125 000 | 125 000 | 68 758 | 68 758 | 379 629 CHF | 380 318 CHF | 100,00% | 100,00% |
11/07/2024 | 0,18% | 5,52 CHF | 5,53 CHF | 125 000 | 125 000 | 66 663 | 66 663 | 378 444 CHF | 379 112 CHF | 99,99% | 99,99% |
10/07/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 120 000 | 120 000 | 66 130 | 66 130 | 374 972 CHF | 375 635 CHF | 99,99% | 99,99% |
09/07/2024 | 0,18% | 5,70 CHF | 5,71 CHF | 120 000 | 120 000 | 66 157 | 66 157 | 380 315 CHF | 380 978 CHF | 100,00% | 100,00% |
08/07/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 120 000 | 120 000 | 66 138 | 66 138 | 380 980 CHF | 381 643 CHF | 100,00% | 100,00% |
05/07/2024 | 0,18% | 5,75 CHF | 5,76 CHF | 120 000 | 120 000 | 66 135 | 66 135 | 376 640 CHF | 377 302 CHF | 100,00% | 100,00% |
04/07/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 60 000 | 60 000 | 53 621 | 53 621 | 304 622 CHF | 305 158 CHF | 100,00% | 100,00% |
03/07/2024 | 0,18% | 5,66 CHF | 5,67 CHF | 120 000 | 120 000 | 66 741 | 66 741 | 377 219 CHF | 377 888 CHF | 96,78% | 96,78% |