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 | 0,19% | 5,38 CHF | 5,39 CHF | 500 000 | 500 000 | 499 896 | 499 896 | 2 680 750 CHF | 2 685 750 CHF | 100,00% | 100,00% |
15/07/2024 | 0,18% | 5,45 CHF | 5,46 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 723 000 CHF | 2 728 000 CHF | 100,00% | 100,00% |
12/07/2024 | 0,18% | 5,52 CHF | 5,53 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 772 530 CHF | 2 777 530 CHF | 100,00% | 100,00% |
11/07/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 741 200 CHF | 2 746 200 CHF | 71,59% | 71,59% |
10/07/2024 | 0,18% | 5,51 CHF | 5,52 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 719 250 CHF | 2 724 250 CHF | 100,00% | 100,00% |
09/07/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 754 890 CHF | 2 759 890 CHF | 100,00% | 100,00% |
08/07/2024 | 0,18% | 5,58 CHF | 5,59 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 775 540 CHF | 2 780 540 CHF | 100,00% | 100,00% |
05/07/2024 | 0,18% | 5,73 CHF | 5,74 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 847 490 CHF | 2 852 490 CHF | 99,99% | 99,99% |
04/07/2024 | 0,18% | 5,70 CHF | 5,71 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 831 430 CHF | 2 836 430 CHF | 100,00% | 100,00% |
03/07/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 815 690 CHF | 2 820 690 CHF | 100,00% | 100,00% |