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 | 126 000 | 126 000 | 54 541 | 54 541 | 289 219 CHF | 289 766 CHF | 99,88% | 99,88% |
15/07/2024 | 0,18% | 5,52 CHF | 5,53 CHF | 122 000 | 122 000 | 53 640 | 53 640 | 295 508 CHF | 296 045 CHF | 99,97% | 99,97% |
12/07/2024 | 0,19% | 5,66 CHF | 5,67 CHF | 120 000 | 120 000 | 53 620 | 53 620 | 294 419 CHF | 294 956 CHF | 100,00% | 100,00% |
11/07/2024 | 0,19% | 5,48 CHF | 5,49 CHF | 122 000 | 122 000 | 53 121 | 53 121 | 294 041 CHF | 294 576 CHF | 99,94% | 99,94% |
10/07/2024 | 0,19% | 5,52 CHF | 5,53 CHF | 122 000 | 122 000 | 54 125 | 54 125 | 293 714 CHF | 294 257 CHF | 99,89% | 99,89% |
09/07/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 126 000 | 126 000 | 54 663 | 54 663 | 290 601 CHF | 291 149 CHF | 99,66% | 99,66% |
08/07/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 128 000 | 128 000 | 55 851 | 55 851 | 287 049 CHF | 287 608 CHF | 99,99% | 99,99% |
05/07/2024 | 0,21% | 5,01 CHF | 5,02 CHF | 130 000 | 130 000 | 58 314 | 58 314 | 281 218 CHF | 281 804 CHF | 99,37% | 99,37% |
04/07/2024 | 0,21% | 4,67 CHF | 4,68 CHF | 48 000 | 48 000 | 40 637 | 40 637 | 191 303 CHF | 191 710 CHF | 97,59% | 97,59% |
03/07/2024 | 0,22% | 4,70 CHF | 4,71 CHF | 136 000 | 136 000 | 57 960 | 57 960 | 272 396 CHF | 272 976 CHF | 97,03% | 97,03% |