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 | 0,52% | 5,64 CHF | 5,67 CHF | 27 700 | 27 700 | 27 820 | 27 820 | 160 650 CHF | 161 484 CHF | 99,53% | 99,53% |
15/07/2024 | 0,52% | 5,92 CHF | 5,95 CHF | 27 900 | 27 900 | 28 201 | 28 201 | 162 102 CHF | 162 948 CHF | 99,99% | 99,99% |
12/07/2024 | 0,53% | 5,71 CHF | 5,74 CHF | 28 400 | 28 400 | 28 460 | 28 460 | 160 883 CHF | 161 737 CHF | 100,00% | 100,00% |
11/07/2024 | 0,54% | 5,35 CHF | 5,38 CHF | 28 500 | 28 500 | 29 339 | 29 339 | 161 507 CHF | 162 387 CHF | 99,98% | 99,98% |
10/07/2024 | 0,45% | 5,51 CHF | 5,54 CHF | 29 900 | 29 900 | 30 319 | 30 319 | 161 114 CHF | 161 841 CHF | 100,00% | 100,00% |
09/07/2024 | 0,38% | 5,17 CHF | 5,19 CHF | 30 600 | 30 600 | 30 746 | 30 746 | 162 267 CHF | 162 883 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 5,29 CHF | 5,31 CHF | 30 900 | 30 900 | 30 239 | 30 239 | 156 859 CHF | 157 643 CHF | 100,00% | 100,00% |
05/07/2024 | 0,45% | 5,29 CHF | 5,32 CHF | 29 800 | 29 800 | 30 279 | 30 279 | 162 384 CHF | 163 109 CHF | 99,78% | 99,78% |
04/07/2024 | 0,37% | 5,40 CHF | 5,42 CHF | 30 600 | 30 600 | 30 540 | 30 540 | 163 459 CHF | 164 070 CHF | 100,00% | 100,00% |
03/07/2024 | 0,38% | 5,43 CHF | 5,45 CHF | 30 500 | 30 500 | 31 397 | 31 397 | 166 954 CHF | 167 581 CHF | 99,99% | 99,99% |