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 | 0,35% | 5,22 CHF | 5,23 CHF | 80 000 | 80 000 | 35 320 | 35 320 | 182 717 CHF | 183 251 CHF | 99,87% | 99,87% |
15/07/2024 | 0,34% | 5,40 CHF | 5,41 CHF | 76 000 | 76 000 | 35 368 | 35 368 | 186 337 CHF | 186 874 CHF | 99,26% | 99,26% |
12/07/2024 | 0,36% | 5,11 CHF | 5,12 CHF | 80 000 | 80 000 | 36 085 | 36 085 | 181 550 CHF | 182 098 CHF | 100,00% | 100,00% |
11/07/2024 | 0,34% | 5,09 CHF | 5,10 CHF | 80 000 | 80 000 | 35 535 | 35 535 | 184 865 CHF | 185 402 CHF | 99,99% | 99,99% |
10/07/2024 | 0,36% | 5,07 CHF | 5,08 CHF | 80 000 | 80 000 | 35 771 | 35 771 | 180 824 CHF | 181 366 CHF | 100,00% | 100,00% |
09/07/2024 | 0,35% | 5,02 CHF | 5,03 CHF | 80 000 | 80 000 | 35 784 | 35 784 | 182 643 CHF | 183 185 CHF | 100,00% | 100,00% |
08/07/2024 | 0,35% | 5,07 CHF | 5,08 CHF | 80 000 | 80 000 | 35 511 | 35 511 | 179 614 CHF | 180 149 CHF | 100,00% | 100,00% |
05/07/2024 | 0,38% | 4,94 CHF | 4,95 CHF | 84 000 | 84 000 | 37 962 | 37 962 | 180 967 CHF | 181 545 CHF | 99,17% | 99,17% |
04/07/2024 | 0,43% | 4,68 CHF | 4,70 CHF | 34 000 | 34 000 | 27 109 | 27 109 | 126 982 CHF | 127 524 CHF | 99,65% | 99,65% |
03/07/2024 | 0,38% | 4,73 CHF | 4,74 CHF | 84 000 | 84 000 | 37 515 | 37 515 | 176 767 CHF | 177 335 CHF | 100,00% | 100,00% |