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% | 5,53 CHF | 5,54 CHF | 500 000 | 500 000 | 499 874 | 499 874 | 2 757 090 CHF | 2 762 090 CHF | 99,99% | 99,99% |
15/07/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 799 130 CHF | 2 804 130 CHF | 100,00% | 100,00% |
12/07/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 849 080 CHF | 2 854 080 CHF | 100,00% | 100,00% |
11/07/2024 | 0,18% | 5,66 CHF | 5,67 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 817 770 CHF | 2 822 770 CHF | 71,58% | 71,58% |
10/07/2024 | 0,18% | 5,66 CHF | 5,67 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 796 080 CHF | 2 801 080 CHF | 100,00% | 100,00% |
09/07/2024 | 0,18% | 5,68 CHF | 5,69 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 831 260 CHF | 2 836 260 CHF | 100,00% | 100,00% |
08/07/2024 | 0,18% | 5,73 CHF | 5,74 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 852 260 CHF | 2 857 260 CHF | 100,00% | 100,00% |
05/07/2024 | 0,17% | 5,88 CHF | 5,89 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 923 830 CHF | 2 928 830 CHF | 100,00% | 100,00% |
04/07/2024 | 0,17% | 5,86 CHF | 5,87 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 908 640 CHF | 2 913 640 CHF | 100,00% | 100,00% |
03/07/2024 | 0,17% | 5,77 CHF | 5,78 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 892 920 CHF | 2 897 920 CHF | 100,00% | 100,00% |