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% | 5,84 CHF | 5,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 893 400 CHF | 579 680 CHF | 99,26% | 99,26% |
15/07/2024 | 0,17% | 5,78 CHF | 5,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 891 820 CHF | 579 364 CHF | 99,27% | 99,27% |
12/07/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 093 780 CHF | 619 755 CHF | 99,27% | 99,27% |
11/07/2024 | 0,16% | 6,13 CHF | 6,14 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 053 760 CHF | 611 753 CHF | 99,26% | 99,26% |
10/07/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 906 710 CHF | 582 343 CHF | 99,27% | 99,27% |
09/07/2024 | 0,17% | 5,77 CHF | 5,78 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 941 840 CHF | 589 368 CHF | 99,27% | 99,27% |
08/07/2024 | 0,17% | 5,81 CHF | 5,82 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 942 770 CHF | 589 554 CHF | 99,25% | 99,25% |
05/07/2024 | 0,16% | 5,96 CHF | 5,97 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 034 560 CHF | 607 912 CHF | 99,27% | 99,27% |
04/07/2024 | 0,16% | 6,04 CHF | 6,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 030 930 CHF | 607 186 CHF | 99,27% | 99,27% |
03/07/2024 | 0,16% | 6,06 CHF | 6,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 056 980 CHF | 612 395 CHF | 99,27% | 99,27% |