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 | 0,34% | 5,27 CHF | 5,28 CHF | 80 000 | 80 000 | 35 324 | 35 324 | 184 476 CHF | 185 009 CHF | 99,88% | 99,88% |
15/07/2024 | 0,34% | 5,46 CHF | 5,47 CHF | 76 000 | 76 000 | 35 368 | 35 368 | 188 155 CHF | 188 692 CHF | 99,26% | 99,26% |
12/07/2024 | 0,36% | 5,16 CHF | 5,17 CHF | 80 000 | 80 000 | 36 086 | 36 086 | 183 408 CHF | 183 956 CHF | 100,00% | 100,00% |
11/07/2024 | 0,34% | 5,14 CHF | 5,15 CHF | 80 000 | 80 000 | 35 530 | 35 530 | 186 665 CHF | 187 202 CHF | 99,98% | 99,98% |
10/07/2024 | 0,35% | 5,12 CHF | 5,13 CHF | 80 000 | 80 000 | 35 771 | 35 771 | 182 670 CHF | 183 212 CHF | 100,00% | 100,00% |
09/07/2024 | 0,35% | 5,07 CHF | 5,08 CHF | 80 000 | 80 000 | 35 780 | 35 780 | 184 392 CHF | 184 934 CHF | 99,99% | 99,99% |
08/07/2024 | 0,35% | 5,12 CHF | 5,13 CHF | 80 000 | 80 000 | 35 511 | 35 511 | 181 442 CHF | 181 977 CHF | 100,00% | 100,00% |
05/07/2024 | 0,38% | 4,99 CHF | 5,00 CHF | 84 000 | 84 000 | 37 964 | 37 964 | 182 941 CHF | 183 519 CHF | 99,17% | 99,17% |
04/07/2024 | 0,42% | 4,73 CHF | 4,75 CHF | 34 000 | 34 000 | 27 109 | 27 109 | 128 384 CHF | 128 926 CHF | 99,65% | 99,65% |
03/07/2024 | 0,38% | 4,79 CHF | 4,80 CHF | 84 000 | 84 000 | 37 511 | 37 511 | 178 685 CHF | 179 252 CHF | 99,99% | 99,99% |