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% | 5,21 CHF | 5,22 CHF | 110 000 | 110 000 | 109 175 | 109 175 | 570 341 CHF | 571 432 CHF | 99,99% | 99,99% |
15/07/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 108 000 | 108 000 | 107 862 | 107 862 | 568 594 CHF | 569 673 CHF | 100,00% | 100,00% |
12/07/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 108 000 | 108 000 | 109 343 | 109 343 | 565 418 CHF | 566 512 CHF | 100,00% | 100,00% |
11/07/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 110 000 | 110 000 | 109 487 | 109 487 | 564 505 CHF | 565 600 CHF | 100,00% | 100,00% |
10/07/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 110 000 | 110 000 | 109 720 | 109 720 | 561 427 CHF | 562 524 CHF | 100,00% | 100,00% |
09/07/2024 | 0,19% | 5,07 CHF | 5,08 CHF | 112 000 | 112 000 | 109 814 | 109 814 | 567 404 CHF | 568 502 CHF | 100,00% | 100,00% |
08/07/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 110 000 | 110 000 | 107 940 | 107 940 | 571 695 CHF | 572 774 CHF | 100,00% | 100,00% |
05/07/2024 | 0,19% | 5,27 CHF | 5,28 CHF | 108 000 | 108 000 | 107 700 | 107 700 | 572 290 CHF | 573 367 CHF | 99,99% | 99,99% |
04/07/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 569 163 CHF | 570 258 CHF | 100,00% | 100,00% |
03/07/2024 | 0,19% | 5,21 CHF | 5,22 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 566 802 CHF | 567 897 CHF | 99,80% | 99,80% |