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% | 5,99 CHF | 6,00 CHF | 34 000 | 34 000 | 15 468 | 15 468 | 91 971 CHF | 92 255 CHF | 98,55% | 98,55% |
16/07/2024 | 0,76% | 5,98 CHF | 5,99 CHF | 34 000 | 34 000 | 11 711 | 11 711 | 69 173 CHF | 69 474 CHF | 98,63% | 98,63% |
15/07/2024 | 0,50% | 5,73 CHF | 5,74 CHF | 35 000 | 35 000 | 14 283 | 14 283 | 80 479 CHF | 80 767 CHF | 96,54% | 96,54% |
12/07/2024 | 0,41% | 5,62 CHF | 5,63 CHF | 35 000 | 35 000 | 15 883 | 15 883 | 88 945 CHF | 89 233 CHF | 98,03% | 98,03% |
11/07/2024 | 0,42% | 5,61 CHF | 5,62 CHF | 35 000 | 35 000 | 15 778 | 15 778 | 87 984 CHF | 88 271 CHF | 99,99% | 99,99% |
10/07/2024 | 0,43% | 5,51 CHF | 5,52 CHF | 35 000 | 35 000 | 16 045 | 16 045 | 87 874 CHF | 88 166 CHF | 99,99% | 99,99% |
09/07/2024 | 0,44% | 5,37 CHF | 5,38 CHF | 36 000 | 36 000 | 16 248 | 16 248 | 86 619 CHF | 86 914 CHF | 100,00% | 100,00% |
08/07/2024 | 0,44% | 5,45 CHF | 5,46 CHF | 36 000 | 36 000 | 16 261 | 16 261 | 87 534 CHF | 87 829 CHF | 99,75% | 99,75% |
05/07/2024 | 0,43% | 5,28 CHF | 5,29 CHF | 36 000 | 36 000 | 16 232 | 16 232 | 86 923 CHF | 87 218 CHF | 99,03% | 99,03% |
04/07/2024 | 0,46% | 5,45 CHF | 5,47 CHF | 15 000 | 15 000 | 11 835 | 11 835 | 64 324 CHF | 64 608 CHF | 98,84% | 98,84% |