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 | 0,30% | 4,95 CHF | 4,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 522 090 CHF | 508 864 CHF | 99,19% | 99,19% |
15/07/2024 | 0,28% | 5,26 CHF | 5,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 579 150 CHF | 527 884 CHF | 99,11% | 99,11% |
12/07/2024 | 0,29% | 5,39 CHF | 5,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 559 170 CHF | 521 225 CHF | 99,22% | 99,22% |
11/07/2024 | 0,28% | 5,22 CHF | 5,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 588 160 CHF | 530 886 CHF | 98,28% | 98,28% |
10/07/2024 | 0,29% | 5,26 CHF | 5,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 524 590 CHF | 509 696 CHF | 96,77% | 96,77% |
09/07/2024 | 0,29% | 5,00 CHF | 5,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 524 530 CHF | 509 677 CHF | 99,20% | 99,20% |
08/07/2024 | 0,31% | 4,88 CHF | 4,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 456 860 CHF | 487 120 CHF | 99,22% | 99,22% |
05/07/2024 | 0,33% | 4,75 CHF | 4,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 350 580 CHF | 451 693 CHF | 99,18% | 99,18% |
04/07/2024 | 0,34% | 4,41 CHF | 4,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 333 960 CHF | 446 152 CHF | 99,23% | 99,23% |
03/07/2024 | 0,34% | 4,43 CHF | 4,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 333 860 CHF | 446 121 CHF | 99,09% | 99,09% |