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 | 0,65% | 5,93 CHF | 5,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 293 334 CHF | 295 234 CHF | 99,73% | 99,73% |
15/07/2024 | 0,64% | 5,90 CHF | 5,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 298 196 CHF | 300 096 CHF | 72,01% | 72,01% |
12/07/2024 | 0,65% | 5,93 CHF | 5,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 290 806 CHF | 292 706 CHF | 93,52% | 93,52% |
11/07/2024 | 0,66% | 5,75 CHF | 5,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 285 563 CHF | 287 463 CHF | 99,08% | 99,08% |
10/07/2024 | 0,68% | 5,65 CHF | 5,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 278 338 CHF | 280 238 CHF | 100,00% | 100,00% |
09/07/2024 | 0,67% | 5,56 CHF | 5,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 280 835 CHF | 282 735 CHF | 99,97% | 99,97% |
08/07/2024 | 0,68% | 5,62 CHF | 5,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 279 596 CHF | 281 496 CHF | 100,00% | 100,00% |
05/07/2024 | 0,67% | 5,55 CHF | 5,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 283 496 CHF | 285 396 CHF | 98,76% | 98,76% |
04/07/2024 | 0,67% | 5,69 CHF | 5,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 283 583 CHF | 285 483 CHF | 99,47% | 99,47% |
03/07/2024 | 0,67% | 5,64 CHF | 5,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 281 069 CHF | 282 969 CHF | 100,00% | 100,00% |