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 | 0,18% | 5,54 CHF | 5,55 CHF | 115 000 | 115 000 | 50 425 | 50 425 | 282 191 CHF | 282 696 CHF | 99,88% | 99,88% |
15/07/2024 | 0,18% | 5,75 CHF | 5,76 CHF | 110 000 | 110 000 | 49 760 | 49 760 | 281 468 CHF | 281 966 CHF | 99,99% | 99,99% |
12/07/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 110 000 | 110 000 | 48 908 | 48 908 | 281 375 CHF | 281 865 CHF | 99,90% | 99,90% |
11/07/2024 | 0,16% | 6,04 CHF | 6,05 CHF | 105 000 | 105 000 | 47 432 | 47 432 | 294 974 CHF | 295 450 CHF | 99,99% | 99,99% |
10/07/2024 | 0,16% | 6,25 CHF | 6,26 CHF | 105 000 | 105 000 | 47 366 | 47 366 | 296 601 CHF | 297 075 CHF | 99,99% | 99,99% |
09/07/2024 | 0,16% | 6,26 CHF | 6,27 CHF | 105 000 | 105 000 | 47 371 | 47 371 | 297 321 CHF | 297 795 CHF | 100,00% | 100,00% |
08/07/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 105 000 | 105 000 | 47 350 | 47 350 | 300 224 CHF | 300 699 CHF | 100,00% | 100,00% |
05/07/2024 | 0,17% | 6,27 CHF | 6,28 CHF | 105 000 | 105 000 | 48 477 | 48 477 | 291 190 CHF | 291 676 CHF | 100,00% | 100,00% |
04/07/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 44 000 | 44 000 | 35 497 | 35 497 | 209 552 CHF | 209 907 CHF | 100,00% | 100,00% |
03/07/2024 | 0,20% | 5,87 CHF | 5,88 CHF | 110 000 | 110 000 | 49 274 | 49 274 | 290 600 CHF | 291 097 CHF | 96,93% | 96,93% |