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 | 0,38% | 5,36 CHF | 5,38 CHF | 48 300 | 48 300 | 48 120 | 48 120 | 254 300 CHF | 255 262 CHF | 100,00% | 100,00% |
15/07/2024 | 0,38% | 5,21 CHF | 5,23 CHF | 48 000 | 48 000 | 47 639 | 47 639 | 252 546 CHF | 253 499 CHF | 100,00% | 100,00% |
12/07/2024 | 0,37% | 5,33 CHF | 5,35 CHF | 47 400 | 47 400 | 47 340 | 47 340 | 253 760 CHF | 254 707 CHF | 100,00% | 100,00% |
11/07/2024 | 0,37% | 5,53 CHF | 5,55 CHF | 47 300 | 47 300 | 46 282 | 46 282 | 252 267 CHF | 253 193 CHF | 99,99% | 99,99% |
10/07/2024 | 0,36% | 5,45 CHF | 5,47 CHF | 45 600 | 45 600 | 45 181 | 45 181 | 252 033 CHF | 252 937 CHF | 100,00% | 100,00% |
09/07/2024 | 0,36% | 5,68 CHF | 5,70 CHF | 44 900 | 44 900 | 44 702 | 44 702 | 250 595 CHF | 251 489 CHF | 100,00% | 100,00% |
08/07/2024 | 0,35% | 5,60 CHF | 5,62 CHF | 44 600 | 44 600 | 45 261 | 45 261 | 256 337 CHF | 257 242 CHF | 100,00% | 100,00% |
05/07/2024 | 0,36% | 5,61 CHF | 5,63 CHF | 45 700 | 45 700 | 45 221 | 45 221 | 251 533 CHF | 252 437 CHF | 99,78% | 99,78% |
04/07/2024 | 0,36% | 5,54 CHF | 5,56 CHF | 44 900 | 44 900 | 44 900 | 44 900 | 250 265 CHF | 251 163 CHF | 100,00% | 100,00% |
03/07/2024 | 0,36% | 5,53 CHF | 5,55 CHF | 44 900 | 44 900 | 44 003 | 44 003 | 246 245 CHF | 247 126 CHF | 99,99% | 99,99% |