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% | 5,17 CHF | 5,18 CHF | 110 000 | 110 000 | 109 175 | 109 175 | 565 920 CHF | 567 012 CHF | 100,00% | 100,00% |
15/07/2024 | 0,19% | 5,21 CHF | 5,22 CHF | 108 000 | 108 000 | 107 864 | 107 864 | 564 224 CHF | 565 302 CHF | 100,00% | 100,00% |
12/07/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 108 000 | 108 000 | 109 343 | 109 343 | 561 014 CHF | 562 108 CHF | 100,00% | 100,00% |
11/07/2024 | 0,20% | 5,15 CHF | 5,16 CHF | 110 000 | 110 000 | 109 487 | 109 487 | 560 106 CHF | 561 202 CHF | 100,00% | 100,00% |
10/07/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 110 000 | 110 000 | 109 720 | 109 720 | 557 040 CHF | 558 137 CHF | 100,00% | 100,00% |
09/07/2024 | 0,19% | 5,03 CHF | 5,04 CHF | 112 000 | 112 000 | 109 814 | 109 814 | 562 995 CHF | 564 093 CHF | 100,00% | 100,00% |
08/07/2024 | 0,19% | 5,18 CHF | 5,19 CHF | 110 000 | 110 000 | 107 940 | 107 940 | 567 338 CHF | 568 417 CHF | 100,00% | 100,00% |
05/07/2024 | 0,19% | 5,23 CHF | 5,24 CHF | 108 000 | 108 000 | 107 700 | 107 700 | 567 928 CHF | 569 005 CHF | 100,00% | 100,00% |
04/07/2024 | 0,19% | 5,15 CHF | 5,16 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 564 756 CHF | 565 851 CHF | 100,00% | 100,00% |
03/07/2024 | 0,19% | 5,17 CHF | 5,18 CHF | 110 000 | 110 000 | 109 547 | 109 547 | 562 407 CHF | 563 502 CHF | 100,00% | 100,00% |