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 | 0,39% | 5,23 CHF | 5,25 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 310 684 CHF | 311 884 CHF | 99,99% | 99,99% |
15/07/2024 | 0,38% | 5,21 CHF | 5,23 CHF | 60 000 | 60 000 | 59 840 | 59 840 | 311 752 CHF | 312 949 CHF | 100,00% | 100,00% |
12/07/2024 | 0,39% | 5,17 CHF | 5,19 CHF | 60 000 | 60 000 | 60 246 | 60 246 | 308 072 CHF | 309 277 CHF | 100,00% | 100,00% |
11/07/2024 | 0,40% | 5,08 CHF | 5,10 CHF | 61 000 | 61 000 | 60 943 | 60 943 | 306 778 CHF | 307 998 CHF | 99,83% | 99,83% |
10/07/2024 | 0,41% | 4,94 CHF | 4,96 CHF | 62 000 | 62 000 | 62 000 | 62 000 | 304 604 CHF | 305 844 CHF | 99,99% | 99,99% |
09/07/2024 | 0,40% | 4,94 CHF | 4,96 CHF | 62 000 | 62 000 | 61 122 | 61 122 | 305 937 CHF | 307 159 CHF | 99,73% | 99,73% |
08/07/2024 | 0,40% | 5,00 CHF | 5,02 CHF | 61 000 | 61 000 | 61 125 | 61 125 | 305 013 CHF | 306 235 CHF | 99,99% | 99,99% |
05/07/2024 | 0,41% | 4,86 CHF | 4,88 CHF | 62 000 | 62 000 | 61 945 | 61 945 | 304 812 CHF | 306 051 CHF | 99,81% | 99,81% |
04/07/2024 | 0,41% | 4,91 CHF | 4,93 CHF | 62 000 | 62 000 | 61 997 | 61 997 | 303 240 CHF | 304 480 CHF | 100,00% | 100,00% |
03/07/2024 | 0,42% | 4,81 CHF | 4,83 CHF | 63 000 | 63 000 | 63 050 | 63 050 | 300 510 CHF | 301 771 CHF | 100,00% | 100,00% |