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 | 0,29% | 5,70 CHF | 5,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 561 754 CHF | 563 367 CHF | 98,61% | 98,61% |
15/07/2024 | 0,30% | 5,76 CHF | 5,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 590 673 CHF | 592 464 CHF | 95,46% | 95,46% |
12/07/2024 | 0,27% | 5,93 CHF | 5,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 583 514 CHF | 585 103 CHF | 98,29% | 98,29% |
11/07/2024 | 0,32% | 5,71 CHF | 5,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 568 717 CHF | 570 511 CHF | 97,59% | 97,59% |
10/07/2024 | 0,30% | 5,49 CHF | 5,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 534 083 CHF | 535 690 CHF | 99,88% | 99,88% |
09/07/2024 | 0,29% | 5,28 CHF | 5,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 538 701 CHF | 540 292 CHF | 99,55% | 99,55% |
08/07/2024 | 0,30% | 5,30 CHF | 5,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 531 021 CHF | 532 641 CHF | 99,24% | 99,24% |
05/07/2024 | 0,29% | 5,22 CHF | 5,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 534 989 CHF | 536 568 CHF | 99,44% | 99,44% |
04/07/2024 | 0,30% | 5,37 CHF | 5,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 531 655 CHF | 533 252 CHF | 99,66% | 99,66% |
03/07/2024 | 0,31% | 5,27 CHF | 5,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 526 199 CHF | 527 808 CHF | 99,21% | 99,21% |