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 | 0,20% | 5,09 CHF | 5,10 CHF | 172 000 | 172 000 | 77 163 | 77 163 | 392 849 CHF | 393 624 CHF | 99,89% | 99,89% |
15/07/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 172 000 | 172 000 | 76 930 | 76 930 | 394 181 CHF | 394 953 CHF | 99,97% | 99,97% |
12/07/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 172 000 | 172 000 | 76 997 | 76 997 | 395 162 CHF | 395 933 CHF | 99,99% | 99,99% |
11/07/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 172 000 | 172 000 | 75 382 | 75 382 | 400 005 CHF | 400 763 CHF | 99,98% | 99,98% |
10/07/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 168 000 | 168 000 | 75 061 | 75 061 | 402 207 CHF | 402 959 CHF | 100,00% | 100,00% |
09/07/2024 | 0,19% | 5,38 CHF | 5,39 CHF | 168 000 | 168 000 | 75 327 | 75 327 | 404 380 CHF | 405 134 CHF | 100,00% | 100,00% |
08/07/2024 | 0,19% | 5,36 CHF | 5,37 CHF | 168 000 | 168 000 | 75 325 | 75 325 | 404 118 CHF | 404 873 CHF | 100,00% | 100,00% |
05/07/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 168 000 | 168 000 | 75 015 | 75 015 | 400 362 CHF | 401 113 CHF | 99,82% | 99,82% |
04/07/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 68 000 | 68 000 | 54 219 | 54 219 | 288 289 CHF | 288 831 CHF | 98,30% | 98,30% |
03/07/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 168 000 | 168 000 | 74 581 | 74 581 | 400 881 CHF | 401 628 CHF | 99,51% | 99,51% |