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% | 5,23 CHF | 5,24 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 375 072 CHF | 375 792 CHF | 99,98% | 99,98% |
15/07/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 379 725 CHF | 380 445 CHF | 100,00% | 100,00% |
12/07/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 378 175 CHF | 378 895 CHF | 100,00% | 100,00% |
11/07/2024 | 0,19% | 5,21 CHF | 5,22 CHF | 72 000 | 72 000 | 71 933 | 71 933 | 374 216 CHF | 374 936 CHF | 99,99% | 99,99% |
10/07/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 366 869 CHF | 367 589 CHF | 100,00% | 100,00% |
09/07/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 72 000 | 72 000 | 72 375 | 72 375 | 364 359 CHF | 365 084 CHF | 100,00% | 100,00% |
08/07/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 72 000 | 72 000 | 72 056 | 72 056 | 367 967 CHF | 368 687 CHF | 99,99% | 99,99% |
05/07/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 366 836 CHF | 367 556 CHF | 99,99% | 99,99% |
04/07/2024 | 0,19% | 5,12 CHF | 5,13 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 369 452 CHF | 370 172 CHF | 100,00% | 100,00% |
03/07/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 72 000 | 72 000 | 72 247 | 72 247 | 365 621 CHF | 366 343 CHF | 100,00% | 100,00% |