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 | 0,18% | 5,53 CHF | 5,54 CHF | 178 000 | 178 000 | 98 119 | 98 119 | 544 309 CHF | 545 292 CHF | 99,88% | 99,88% |
15/07/2024 | 0,18% | 5,58 CHF | 5,59 CHF | 178 000 | 178 000 | 98 666 | 98 666 | 546 488 CHF | 547 477 CHF | 98,86% | 98,86% |
12/07/2024 | 0,19% | 5,44 CHF | 5,45 CHF | 180 000 | 180 000 | 100 727 | 100 727 | 538 774 CHF | 539 783 CHF | 99,99% | 99,99% |
11/07/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 185 000 | 185 000 | 99 464 | 99 464 | 539 759 CHF | 540 760 CHF | 99,98% | 99,98% |
10/07/2024 | 0,19% | 5,42 CHF | 5,43 CHF | 180 000 | 180 000 | 100 104 | 100 104 | 539 777 CHF | 540 781 CHF | 99,89% | 99,89% |
09/07/2024 | 0,19% | 5,31 CHF | 5,32 CHF | 183 000 | 183 000 | 101 096 | 101 096 | 537 555 CHF | 538 568 CHF | 99,43% | 99,43% |
08/07/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 185 000 | 185 000 | 102 228 | 102 228 | 536 925 CHF | 537 949 CHF | 100,00% | 100,00% |
05/07/2024 | 0,20% | 5,20 CHF | 5,21 CHF | 185 000 | 185 000 | 103 063 | 103 063 | 528 656 CHF | 529 688 CHF | 99,34% | 99,34% |
04/07/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 94 000 | 94 000 | 83 884 | 83 884 | 426 972 CHF | 427 811 CHF | 99,49% | 99,49% |
03/07/2024 | 0,20% | 5,07 CHF | 5,08 CHF | 190 000 | 190 000 | 105 018 | 105 018 | 530 990 CHF | 532 042 CHF | 97,93% | 97,93% |