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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,38% | 6,27 CHF | 6,28 CHF | 34 000 | 34 000 | 15 410 | 15 410 | 95 934 CHF | 96 218 CHF | 99,30% | 99,30% |
16/07/2024 | 0,73% | 6,27 CHF | 6,28 CHF | 34 000 | 34 000 | 11 652 | 11 652 | 72 110 CHF | 72 410 CHF | 99,88% | 99,88% |
15/07/2024 | 0,48% | 6,01 CHF | 6,02 CHF | 35 000 | 35 000 | 14 189 | 14 189 | 83 987 CHF | 84 275 CHF | 98,31% | 98,31% |
12/07/2024 | 0,39% | 5,90 CHF | 5,91 CHF | 35 000 | 35 000 | 15 826 | 15 826 | 93 138 CHF | 93 426 CHF | 99,57% | 99,57% |
11/07/2024 | 0,40% | 5,89 CHF | 5,90 CHF | 35 000 | 35 000 | 15 778 | 15 778 | 92 486 CHF | 92 774 CHF | 99,99% | 99,99% |
10/07/2024 | 0,40% | 5,80 CHF | 5,81 CHF | 35 000 | 35 000 | 16 055 | 16 055 | 92 535 CHF | 92 827 CHF | 100,00% | 100,00% |
09/07/2024 | 0,41% | 5,66 CHF | 5,67 CHF | 36 000 | 36 000 | 16 248 | 16 248 | 91 290 CHF | 91 585 CHF | 100,00% | 100,00% |
08/07/2024 | 0,42% | 5,74 CHF | 5,75 CHF | 36 000 | 36 000 | 16 260 | 16 260 | 92 200 CHF | 92 495 CHF | 99,68% | 99,68% |
05/07/2024 | 0,41% | 5,56 CHF | 5,57 CHF | 36 000 | 36 000 | 16 188 | 16 188 | 91 354 CHF | 91 648 CHF | 99,62% | 99,62% |
04/07/2024 | 0,44% | 5,74 CHF | 5,76 CHF | 15 000 | 15 000 | 11 813 | 11 813 | 67 610 CHF | 67 894 CHF | 99,60% | 99,60% |