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 | 0,20% | 5,14 CHF | 5,15 CHF | 500 000 | 500 000 | 499 874 | 499 874 | 2 559 290 CHF | 2 564 290 CHF | 100,00% | 100,00% |
15/07/2024 | 0,19% | 5,21 CHF | 5,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 602 290 CHF | 2 607 290 CHF | 100,00% | 100,00% |
12/07/2024 | 0,19% | 5,27 CHF | 5,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 651 310 CHF | 2 656 310 CHF | 100,00% | 100,00% |
11/07/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 620 250 CHF | 2 625 250 CHF | 71,56% | 71,56% |
10/07/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 597 970 CHF | 2 602 970 CHF | 100,00% | 100,00% |
09/07/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 633 350 CHF | 2 638 350 CHF | 100,00% | 100,00% |
08/07/2024 | 0,19% | 5,34 CHF | 5,35 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 654 620 CHF | 2 659 620 CHF | 100,00% | 100,00% |
05/07/2024 | 0,18% | 5,49 CHF | 5,50 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 726 180 CHF | 2 731 180 CHF | 99,99% | 99,99% |
04/07/2024 | 0,18% | 5,46 CHF | 5,47 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 710 160 CHF | 2 715 160 CHF | 100,00% | 100,00% |
03/07/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 694 010 CHF | 2 699 010 CHF | 100,00% | 100,00% |