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 | 0,18% | 5,77 CHF | 5,78 CHF | 67 000 | 67 000 | 67 116 | 67 116 | 386 010 CHF | 386 682 CHF | 99,96% | 99,96% |
15/07/2024 | 0,17% | 5,83 CHF | 5,84 CHF | 66 000 | 66 000 | 65 382 | 65 382 | 381 106 CHF | 381 760 CHF | 100,00% | 100,00% |
12/07/2024 | 0,17% | 5,92 CHF | 5,93 CHF | 65 000 | 65 000 | 64 389 | 64 389 | 382 984 CHF | 383 629 CHF | 99,98% | 99,98% |
11/07/2024 | 0,17% | 5,88 CHF | 5,89 CHF | 65 000 | 65 000 | 64 805 | 64 805 | 379 582 CHF | 380 231 CHF | 99,30% | 99,30% |
10/07/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 65 000 | 65 000 | 65 354 | 65 354 | 378 623 CHF | 379 277 CHF | 100,00% | 100,00% |
09/07/2024 | 0,17% | 5,86 CHF | 5,87 CHF | 65 000 | 65 000 | 65 076 | 65 076 | 380 012 CHF | 380 664 CHF | 100,00% | 100,00% |
08/07/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 65 000 | 65 000 | 64 388 | 64 388 | 378 193 CHF | 378 838 CHF | 100,00% | 100,00% |
05/07/2024 | 0,17% | 6,05 CHF | 6,06 CHF | 64 000 | 64 000 | 63 400 | 63 400 | 381 800 CHF | 382 434 CHF | 100,00% | 100,00% |
04/07/2024 | 0,17% | 6,03 CHF | 6,04 CHF | 64 000 | 64 000 | 63 440 | 63 440 | 379 676 CHF | 380 311 CHF | 100,00% | 100,00% |
03/07/2024 | 0,17% | 5,94 CHF | 5,95 CHF | 65 000 | 65 000 | 63 782 | 63 782 | 380 012 CHF | 380 651 CHF | 100,00% | 100,00% |