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 | 0,35% | 5 777,81 CHF | 5 797,81 CHF | 500 | 500 | 500 | 500 | 2 876 890 CHF | 2 886 890 CHF | 89,73% | 89,73% |
15/07/2024 | 0,34% | 5 807,71 CHF | 5 827,71 CHF | 500 | 500 | 500 | 500 | 2 922 290 CHF | 2 932 290 CHF | 100,00% | 100,00% |
12/07/2024 | 0,34% | 5 832,68 CHF | 5 852,68 CHF | 500 | 500 | 500 | 500 | 2 907 600 CHF | 2 917 600 CHF | 78,50% | 78,50% |
11/07/2024 | 0,34% | 5 810,00 CHF | 5 830,00 CHF | 500 | 500 | 500 | 500 | 2 907 600 CHF | 2 917 600 CHF | 100,00% | 100,00% |
10/07/2024 | 0,35% | 5 782,47 CHF | 5 802,47 CHF | 500 | 500 | 500 | 500 | 2 881 510 CHF | 2 891 510 CHF | 94,74% | 94,74% |
09/07/2024 | 0,35% | 5 770,88 CHF | 5 790,88 CHF | 500 | 500 | 500 | 500 | 2 890 090 CHF | 2 900 090 CHF | 97,76% | 97,76% |
08/07/2024 | 0,35% | 5 744,82 CHF | 5 764,82 CHF | 500 | 500 | 500 | 500 | 2 868 430 CHF | 2 878 430 CHF | 99,79% | 99,79% |
05/07/2024 | 0,35% | 5 703,16 CHF | 5 723,16 CHF | 500 | 500 | 500 | 500 | 2 861 800 CHF | 2 871 800 CHF | 100,00% | 100,00% |
04/07/2024 | 0,35% | 5 732,37 CHF | 5 752,37 CHF | 500 | 500 | 500 | 500 | 2 862 580 CHF | 2 872 580 CHF | 98,27% | 98,27% |
03/07/2024 | 0,35% | 5 725,94 CHF | 5 745,94 CHF | 500 | 500 | 500 | 500 | 2 861 090 CHF | 2 871 090 CHF | 100,00% | 100,00% |