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 | 0,83% | 6,07 CHF | 6,12 CHF | 10 500 | 10 500 | 10 411 | 10 411 | 63 067 CHF | 63 588 CHF | 99,99% | 99,99% |
15/07/2024 | 0,71% | 5,93 CHF | 5,97 CHF | 11 320 | 11 320 | 11 076 | 11 076 | 63 081 CHF | 63 524 CHF | 100,00% | 100,00% |
12/07/2024 | 0,88% | 5,58 CHF | 5,63 CHF | 10 540 | 10 540 | 10 491 | 10 491 | 59 864 CHF | 60 389 CHF | 100,00% | 100,00% |
11/07/2024 | 0,85% | 5,82 CHF | 5,87 CHF | 10 410 | 10 410 | 10 358 | 10 358 | 61 036 CHF | 61 554 CHF | 99,96% | 99,96% |
10/07/2024 | 0,83% | 5,95 CHF | 6,00 CHF | 10 060 | 10 060 | 9 985 | 9 985 | 60 255 CHF | 60 754 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 6,06 CHF | 6,11 CHF | 10 230 | 10 230 | 10 098 | 10 098 | 60 089 CHF | 60 595 CHF | 99,60% | 99,60% |
08/07/2024 | 0,84% | 6,06 CHF | 6,11 CHF | 10 080 | 10 080 | 9 967 | 9 967 | 60 021 CHF | 60 519 CHF | 100,00% | 100,00% |
05/07/2024 | 0,83% | 6,13 CHF | 6,18 CHF | 10 340 | 10 340 | 10 203 | 10 203 | 61 500 CHF | 62 011 CHF | 99,87% | 99,87% |
04/07/2024 | 0,84% | 6,00 CHF | 6,05 CHF | 10 070 | 10 070 | 9 974 | 9 974 | 59 925 CHF | 60 424 CHF | 100,00% | 100,00% |
03/07/2024 | 0,82% | 6,04 CHF | 6,09 CHF | 10 070 | 10 070 | 9 996 | 9 996 | 61 197 CHF | 61 698 CHF | 100,00% | 100,00% |