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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,23% | 5,02 CHF | 5,04 CHF | 10 000 | 5 000 | 17 823 | 5 000 | 88 053 CHF | 24 833 CHF | 99,68% | 99,68% |
16/07/2024 | 0,24% | 4,88 CHF | 4,89 CHF | 20 000 | 5 000 | 14 804 | 5 000 | 72 868 CHF | 24 876 CHF | 99,96% | 99,96% |
15/07/2024 | 0,23% | 5,25 CHF | 5,26 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 52 423 CHF | 26 273 CHF | 99,97% | 99,97% |
12/07/2024 | 0,23% | 5,25 CHF | 5,27 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 53 378 CHF | 26 750 CHF | 99,99% | 99,99% |
11/07/2024 | 0,23% | 5,40 CHF | 5,41 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 53 582 CHF | 26 853 CHF | 35,04% | 35,04% |
10/07/2024 | 0,23% | 5,30 CHF | 5,31 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 52 735 CHF | 26 429 CHF | 100,00% | 100,00% |
09/07/2024 | 0,24% | 5,28 CHF | 5,29 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 52 684 CHF | 26 405 CHF | 99,99% | 99,99% |
08/07/2024 | 0,25% | 5,36 CHF | 5,37 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 53 750 CHF | 26 943 CHF | 99,96% | 99,96% |
05/07/2024 | 0,24% | 5,67 CHF | 5,69 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 59 875 CHF | 30 008 CHF | 82,50% | 82,50% |
04/07/2024 | 0,22% | 6,36 CHF | 6,37 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 61 436 CHF | 30 785 CHF | 99,17% | 99,17% |