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 | 0,41% | 5,76 CHF | 5,77 CHF | 34 000 | 34 000 | 15 478 | 15 478 | 88 470 CHF | 88 755 CHF | 98,50% | 98,50% |
16/07/2024 | 0,79% | 5,75 CHF | 5,76 CHF | 34 000 | 34 000 | 11 652 | 11 652 | 66 112 CHF | 66 412 CHF | 99,88% | 99,88% |
15/07/2024 | 0,52% | 5,50 CHF | 5,51 CHF | 35 000 | 35 000 | 14 322 | 14 322 | 77 379 CHF | 77 667 CHF | 96,41% | 96,41% |
12/07/2024 | 0,43% | 5,38 CHF | 5,39 CHF | 35 000 | 35 000 | 15 843 | 15 843 | 85 047 CHF | 85 335 CHF | 98,71% | 98,71% |
11/07/2024 | 0,44% | 5,38 CHF | 5,39 CHF | 35 000 | 35 000 | 15 778 | 15 778 | 84 330 CHF | 84 617 CHF | 99,99% | 99,99% |
10/07/2024 | 0,44% | 5,28 CHF | 5,29 CHF | 35 000 | 35 000 | 16 047 | 16 047 | 84 153 CHF | 84 445 CHF | 100,00% | 100,00% |
09/07/2024 | 0,46% | 5,14 CHF | 5,15 CHF | 36 000 | 36 000 | 16 248 | 16 248 | 82 842 CHF | 83 136 CHF | 100,00% | 100,00% |
08/07/2024 | 0,46% | 5,22 CHF | 5,23 CHF | 36 000 | 36 000 | 16 257 | 16 257 | 83 747 CHF | 84 042 CHF | 100,00% | 100,00% |
05/07/2024 | 0,45% | 5,04 CHF | 5,05 CHF | 36 000 | 36 000 | 16 232 | 16 232 | 83 161 CHF | 83 455 CHF | 99,03% | 99,03% |
04/07/2024 | 0,49% | 5,22 CHF | 5,24 CHF | 15 000 | 15 000 | 11 834 | 11 834 | 61 578 CHF | 61 862 CHF | 98,84% | 98,84% |