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 | 0,17% | 5,93 CHF | 5,94 CHF | 500 000 | 500 000 | 499 874 | 499 874 | 2 955 150 CHF | 2 960 150 CHF | 100,00% | 100,00% |
15/07/2024 | 0,17% | 6,00 CHF | 6,01 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 997 080 CHF | 3 002 080 CHF | 100,00% | 100,00% |
12/07/2024 | 0,16% | 6,07 CHF | 6,08 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 3 046 910 CHF | 3 051 910 CHF | 100,00% | 100,00% |
11/07/2024 | 0,17% | 6,05 CHF | 6,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 3 015 820 CHF | 3 020 820 CHF | 71,57% | 71,57% |
10/07/2024 | 0,17% | 6,06 CHF | 6,07 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 994 590 CHF | 2 999 590 CHF | 100,00% | 100,00% |
09/07/2024 | 0,16% | 6,08 CHF | 6,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 3 029 690 CHF | 3 034 690 CHF | 100,00% | 100,00% |
08/07/2024 | 0,16% | 6,13 CHF | 6,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 3 050 180 CHF | 3 055 180 CHF | 100,00% | 100,00% |
05/07/2024 | 0,16% | 6,28 CHF | 6,29 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 3 122 390 CHF | 3 127 390 CHF | 100,00% | 100,00% |
04/07/2024 | 0,16% | 6,25 CHF | 6,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 3 106 920 CHF | 3 111 920 CHF | 100,00% | 100,00% |
03/07/2024 | 0,16% | 6,16 CHF | 6,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 3 092 390 CHF | 3 097 390 CHF | 100,00% | 100,00% |