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 | 0,38% | 5,33 CHF | 5,35 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 317 033 CHF | 318 233 CHF | 100,00% | 100,00% |
15/07/2024 | 0,38% | 5,32 CHF | 5,34 CHF | 60 000 | 60 000 | 59 840 | 59 840 | 318 012 CHF | 319 209 CHF | 99,99% | 99,99% |
12/07/2024 | 0,38% | 5,28 CHF | 5,30 CHF | 60 000 | 60 000 | 60 246 | 60 246 | 314 481 CHF | 315 686 CHF | 100,00% | 100,00% |
11/07/2024 | 0,39% | 5,19 CHF | 5,21 CHF | 61 000 | 61 000 | 60 944 | 60 944 | 313 358 CHF | 314 578 CHF | 99,82% | 99,82% |
10/07/2024 | 0,40% | 5,05 CHF | 5,07 CHF | 62 000 | 62 000 | 62 000 | 62 000 | 311 434 CHF | 312 674 CHF | 99,99% | 99,99% |
09/07/2024 | 0,39% | 5,05 CHF | 5,07 CHF | 62 000 | 62 000 | 61 122 | 61 122 | 312 570 CHF | 313 792 CHF | 99,73% | 99,73% |
08/07/2024 | 0,39% | 5,11 CHF | 5,13 CHF | 61 000 | 61 000 | 61 125 | 61 125 | 311 653 CHF | 312 876 CHF | 100,00% | 100,00% |
05/07/2024 | 0,40% | 4,97 CHF | 4,99 CHF | 62 000 | 62 000 | 61 945 | 61 945 | 311 620 CHF | 312 859 CHF | 99,81% | 99,81% |
04/07/2024 | 0,40% | 5,02 CHF | 5,04 CHF | 62 000 | 62 000 | 61 997 | 61 997 | 310 084 CHF | 311 324 CHF | 100,00% | 100,00% |
03/07/2024 | 0,41% | 4,92 CHF | 4,94 CHF | 63 000 | 63 000 | 63 050 | 63 050 | 307 618 CHF | 308 879 CHF | 100,00% | 100,00% |