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 | 0,19% | 5,37 CHF | 5,38 CHF | 178 000 | 178 000 | 98 138 | 98 138 | 528 249 CHF | 529 232 CHF | 99,90% | 99,90% |
15/07/2024 | 0,19% | 5,42 CHF | 5,43 CHF | 178 000 | 178 000 | 98 669 | 98 669 | 530 379 CHF | 531 367 CHF | 98,87% | 98,87% |
12/07/2024 | 0,20% | 5,28 CHF | 5,29 CHF | 180 000 | 180 000 | 100 720 | 100 720 | 522 263 CHF | 523 272 CHF | 99,98% | 99,98% |
11/07/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 185 000 | 185 000 | 99 465 | 99 465 | 523 376 CHF | 524 378 CHF | 99,99% | 99,99% |
10/07/2024 | 0,20% | 5,26 CHF | 5,27 CHF | 180 000 | 180 000 | 100 105 | 100 105 | 523 347 CHF | 524 351 CHF | 99,89% | 99,89% |
09/07/2024 | 0,20% | 5,15 CHF | 5,16 CHF | 183 000 | 183 000 | 101 094 | 101 094 | 520 989 CHF | 522 002 CHF | 99,43% | 99,43% |
08/07/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 185 000 | 185 000 | 102 230 | 102 230 | 520 190 CHF | 521 215 CHF | 100,00% | 100,00% |
05/07/2024 | 0,21% | 5,04 CHF | 5,05 CHF | 185 000 | 185 000 | 103 057 | 103 057 | 511 765 CHF | 512 798 CHF | 99,34% | 99,34% |
04/07/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 94 000 | 94 000 | 83 884 | 83 884 | 413 035 CHF | 413 874 CHF | 99,49% | 99,49% |
03/07/2024 | 0,21% | 4,91 CHF | 4,92 CHF | 190 000 | 190 000 | 104 686 | 104 686 | 512 174 CHF | 513 223 CHF | 99,35% | 99,35% |