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% | 5,82 CHF | 5,83 CHF | 110 000 | 110 000 | 109 175 | 109 175 | 637 407 CHF | 638 498 CHF | 99,99% | 99,99% |
15/07/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 108 000 | 108 000 | 107 862 | 107 862 | 634 844 CHF | 635 923 CHF | 99,99% | 99,99% |
12/07/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 108 000 | 108 000 | 109 343 | 109 343 | 632 478 CHF | 633 572 CHF | 100,00% | 100,00% |
11/07/2024 | 0,17% | 5,80 CHF | 5,81 CHF | 110 000 | 110 000 | 109 485 | 109 485 | 631 593 CHF | 632 688 CHF | 99,98% | 99,98% |
10/07/2024 | 0,17% | 5,74 CHF | 5,75 CHF | 110 000 | 110 000 | 109 720 | 109 720 | 628 536 CHF | 629 633 CHF | 100,00% | 100,00% |
09/07/2024 | 0,17% | 5,68 CHF | 5,69 CHF | 112 000 | 112 000 | 109 813 | 109 813 | 634 544 CHF | 635 642 CHF | 100,00% | 100,00% |
08/07/2024 | 0,17% | 5,83 CHF | 5,84 CHF | 110 000 | 110 000 | 107 940 | 107 940 | 637 542 CHF | 638 622 CHF | 100,00% | 100,00% |
05/07/2024 | 0,17% | 5,88 CHF | 5,89 CHF | 108 000 | 108 000 | 107 700 | 107 700 | 638 049 CHF | 639 126 CHF | 99,99% | 99,99% |
04/07/2024 | 0,17% | 5,80 CHF | 5,81 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 636 144 CHF | 637 239 CHF | 100,00% | 100,00% |
03/07/2024 | 0,17% | 5,82 CHF | 5,83 CHF | 110 000 | 110 000 | 109 547 | 109 547 | 633 717 CHF | 634 813 CHF | 100,00% | 100,00% |