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% | 5,64 CHF | 5,65 CHF | 115 000 | 115 000 | 50 264 | 50 264 | 286 227 CHF | 286 730 CHF | 99,85% | 99,85% |
15/07/2024 | 0,18% | 5,85 CHF | 5,86 CHF | 110 000 | 110 000 | 49 766 | 49 766 | 286 408 CHF | 286 907 CHF | 100,00% | 100,00% |
12/07/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 110 000 | 110 000 | 48 908 | 48 908 | 286 198 CHF | 286 688 CHF | 99,90% | 99,90% |
11/07/2024 | 0,16% | 6,13 CHF | 6,14 CHF | 105 000 | 105 000 | 47 431 | 47 431 | 299 638 CHF | 300 113 CHF | 99,99% | 99,99% |
10/07/2024 | 0,16% | 6,35 CHF | 6,36 CHF | 105 000 | 105 000 | 47 371 | 47 371 | 301 317 CHF | 301 792 CHF | 100,00% | 100,00% |
09/07/2024 | 0,16% | 6,35 CHF | 6,36 CHF | 105 000 | 105 000 | 47 371 | 47 371 | 301 985 CHF | 302 460 CHF | 100,00% | 100,00% |
08/07/2024 | 0,16% | 6,33 CHF | 6,34 CHF | 105 000 | 105 000 | 47 351 | 47 351 | 304 902 CHF | 305 377 CHF | 100,00% | 100,00% |
05/07/2024 | 0,17% | 6,37 CHF | 6,38 CHF | 105 000 | 105 000 | 48 480 | 48 480 | 295 994 CHF | 296 480 CHF | 100,00% | 100,00% |
04/07/2024 | 0,17% | 6,03 CHF | 6,04 CHF | 44 000 | 44 000 | 35 497 | 35 497 | 213 077 CHF | 213 432 CHF | 100,00% | 100,00% |
03/07/2024 | 0,19% | 5,97 CHF | 5,98 CHF | 110 000 | 110 000 | 49 274 | 49 274 | 295 481 CHF | 295 979 CHF | 96,93% | 96,93% |