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% | 5,30 CHF | 5,31 CHF | 178 000 | 178 000 | 98 128 | 98 128 | 521 912 CHF | 522 895 CHF | 99,88% | 99,88% |
15/07/2024 | 0,19% | 5,35 CHF | 5,36 CHF | 178 000 | 178 000 | 98 680 | 98 680 | 524 040 CHF | 525 029 CHF | 98,78% | 98,78% |
12/07/2024 | 0,20% | 5,22 CHF | 5,23 CHF | 180 000 | 180 000 | 100 725 | 100 725 | 515 825 CHF | 516 834 CHF | 99,99% | 99,99% |
11/07/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 185 000 | 185 000 | 99 473 | 99 473 | 517 064 CHF | 518 066 CHF | 99,99% | 99,99% |
10/07/2024 | 0,20% | 5,20 CHF | 5,21 CHF | 180 000 | 180 000 | 100 104 | 100 104 | 516 881 CHF | 517 885 CHF | 99,89% | 99,89% |
09/07/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 183 000 | 183 000 | 101 095 | 101 095 | 514 403 CHF | 515 416 CHF | 99,43% | 99,43% |
08/07/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 185 000 | 185 000 | 102 223 | 102 223 | 513 524 CHF | 514 548 CHF | 99,99% | 99,99% |
05/07/2024 | 0,21% | 4,97 CHF | 4,98 CHF | 185 000 | 185 000 | 102 822 | 102 822 | 503 901 CHF | 504 931 CHF | 98,16% | 98,16% |
04/07/2024 | 0,21% | 4,85 CHF | 4,86 CHF | 94 000 | 94 000 | 83 824 | 83 824 | 407 440 CHF | 408 278 CHF | 98,94% | 98,94% |
03/07/2024 | 0,21% | 4,84 CHF | 4,85 CHF | 190 000 | 190 000 | 102 641 | 102 641 | 495 470 CHF | 496 498 CHF | 96,28% | 96,28% |