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% | 5,69 CHF | 5,70 CHF | 110 000 | 110 000 | 109 174 | 109 174 | 622 962 CHF | 624 054 CHF | 99,99% | 99,99% |
15/07/2024 | 0,17% | 5,74 CHF | 5,75 CHF | 108 000 | 108 000 | 107 864 | 107 864 | 620 595 CHF | 621 674 CHF | 100,00% | 100,00% |
12/07/2024 | 0,18% | 5,77 CHF | 5,78 CHF | 108 000 | 108 000 | 109 343 | 109 343 | 618 053 CHF | 619 146 CHF | 100,00% | 100,00% |
11/07/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 110 000 | 110 000 | 109 486 | 109 486 | 617 142 CHF | 618 237 CHF | 100,00% | 100,00% |
10/07/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 110 000 | 110 000 | 109 718 | 109 718 | 614 079 CHF | 615 176 CHF | 100,00% | 100,00% |
09/07/2024 | 0,18% | 5,54 CHF | 5,55 CHF | 112 000 | 112 000 | 109 814 | 109 814 | 620 079 CHF | 621 178 CHF | 100,00% | 100,00% |
08/07/2024 | 0,17% | 5,70 CHF | 5,71 CHF | 110 000 | 110 000 | 107 940 | 107 940 | 623 407 CHF | 624 487 CHF | 100,00% | 100,00% |
05/07/2024 | 0,17% | 5,75 CHF | 5,76 CHF | 108 000 | 108 000 | 107 700 | 107 700 | 623 914 CHF | 624 991 CHF | 100,00% | 100,00% |
04/07/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 621 690 CHF | 622 785 CHF | 100,00% | 100,00% |
03/07/2024 | 0,18% | 5,69 CHF | 5,70 CHF | 110 000 | 110 000 | 109 547 | 109 547 | 619 330 CHF | 620 425 CHF | 100,00% | 100,00% |