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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,39% | 6,07 CHF | 6,08 CHF | 34 000 | 34 000 | 15 409 | 15 409 | 92 797 CHF | 93 082 CHF | 99,27% | 99,27% |
16/07/2024 | 0,75% | 6,06 CHF | 6,07 CHF | 34 000 | 34 000 | 11 656 | 11 656 | 69 743 CHF | 70 043 CHF | 99,90% | 99,90% |
15/07/2024 | 0,50% | 5,81 CHF | 5,82 CHF | 35 000 | 35 000 | 14 169 | 14 169 | 80 936 CHF | 81 223 CHF | 98,45% | 98,45% |
12/07/2024 | 0,41% | 5,69 CHF | 5,70 CHF | 35 000 | 35 000 | 15 799 | 15 799 | 89 708 CHF | 89 996 CHF | 100,00% | 100,00% |
11/07/2024 | 0,41% | 5,69 CHF | 5,70 CHF | 35 000 | 35 000 | 15 778 | 15 778 | 89 224 CHF | 89 512 CHF | 99,99% | 99,99% |
10/07/2024 | 0,42% | 5,59 CHF | 5,60 CHF | 35 000 | 35 000 | 16 055 | 16 055 | 89 190 CHF | 89 482 CHF | 100,00% | 100,00% |
09/07/2024 | 0,43% | 5,45 CHF | 5,46 CHF | 36 000 | 36 000 | 16 250 | 16 250 | 87 916 CHF | 88 211 CHF | 100,00% | 100,00% |
08/07/2024 | 0,43% | 5,53 CHF | 5,54 CHF | 36 000 | 36 000 | 16 261 | 16 261 | 88 818 CHF | 89 113 CHF | 99,70% | 99,70% |
05/07/2024 | 0,43% | 5,36 CHF | 5,37 CHF | 36 000 | 36 000 | 16 188 | 16 188 | 87 977 CHF | 88 271 CHF | 99,62% | 99,62% |
04/07/2024 | 0,46% | 5,53 CHF | 5,55 CHF | 15 000 | 15 000 | 11 813 | 11 813 | 65 145 CHF | 65 429 CHF | 99,60% | 99,60% |