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 | 0,32% | 5,12 CHF | 5,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 252 985 CHF | 253 785 CHF | 99,95% | 99,95% |
15/07/2024 | 0,31% | 5,10 CHF | 5,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 258 553 CHF | 259 353 CHF | 99,66% | 99,66% |
12/07/2024 | 0,30% | 5,13 CHF | 5,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 250 558 CHF | 251 308 CHF | 93,56% | 93,56% |
11/07/2024 | 0,31% | 4,94 CHF | 4,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 245 328 CHF | 246 078 CHF | 99,04% | 99,04% |
10/07/2024 | 0,31% | 4,84 CHF | 4,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 238 088 CHF | 238 838 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 4,75 CHF | 4,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 240 635 CHF | 241 385 CHF | 99,95% | 99,95% |
08/07/2024 | 0,31% | 4,81 CHF | 4,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 239 396 CHF | 240 146 CHF | 100,00% | 100,00% |
05/07/2024 | 0,31% | 4,74 CHF | 4,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 243 399 CHF | 244 149 CHF | 98,84% | 98,84% |
04/07/2024 | 0,31% | 4,88 CHF | 4,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 243 483 CHF | 244 233 CHF | 99,47% | 99,47% |
03/07/2024 | 0,31% | 4,84 CHF | 4,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 241 019 CHF | 241 769 CHF | 100,00% | 100,00% |