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% | 5,79 CHF | 5,80 CHF | 500 000 | 500 000 | 499 873 | 499 873 | 2 886 950 CHF | 2 891 950 CHF | 99,99% | 99,99% |
15/07/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 928 910 CHF | 2 933 910 CHF | 99,98% | 99,98% |
12/07/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 978 910 CHF | 2 983 910 CHF | 100,00% | 100,00% |
11/07/2024 | 0,17% | 5,92 CHF | 5,93 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 947 630 CHF | 2 952 630 CHF | 71,59% | 71,59% |
10/07/2024 | 0,17% | 5,92 CHF | 5,93 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 926 710 CHF | 2 931 710 CHF | 100,00% | 100,00% |
09/07/2024 | 0,17% | 5,94 CHF | 5,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 961 950 CHF | 2 966 950 CHF | 100,00% | 100,00% |
08/07/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 982 130 CHF | 2 987 130 CHF | 100,00% | 100,00% |
05/07/2024 | 0,16% | 6,14 CHF | 6,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 3 054 410 CHF | 3 059 410 CHF | 100,00% | 100,00% |
04/07/2024 | 0,16% | 6,12 CHF | 6,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 3 039 280 CHF | 3 044 280 CHF | 100,00% | 100,00% |
03/07/2024 | 0,17% | 6,03 CHF | 6,04 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 3 023 920 CHF | 3 028 920 CHF | 100,00% | 100,00% |