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% | 5,74 CHF | 5,75 CHF | 115 000 | 115 000 | 50 259 | 50 259 | 291 146 CHF | 291 649 CHF | 99,85% | 99,85% |
15/07/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 110 000 | 110 000 | 49 754 | 49 754 | 291 223 CHF | 291 721 CHF | 99,98% | 99,98% |
12/07/2024 | 0,17% | 5,94 CHF | 5,95 CHF | 110 000 | 110 000 | 48 911 | 48 911 | 291 032 CHF | 291 522 CHF | 99,90% | 99,90% |
11/07/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 105 000 | 105 000 | 47 438 | 47 438 | 304 340 CHF | 304 816 CHF | 100,00% | 100,00% |
10/07/2024 | 0,16% | 6,45 CHF | 6,46 CHF | 105 000 | 105 000 | 47 365 | 47 365 | 305 956 CHF | 306 430 CHF | 99,99% | 99,99% |
09/07/2024 | 0,16% | 6,45 CHF | 6,46 CHF | 105 000 | 105 000 | 47 371 | 47 371 | 306 643 CHF | 307 118 CHF | 100,00% | 100,00% |
08/07/2024 | 0,15% | 6,43 CHF | 6,44 CHF | 105 000 | 105 000 | 47 350 | 47 350 | 309 549 CHF | 310 024 CHF | 100,00% | 100,00% |
05/07/2024 | 0,17% | 6,47 CHF | 6,48 CHF | 105 000 | 105 000 | 48 477 | 48 477 | 300 750 CHF | 301 236 CHF | 100,00% | 100,00% |
04/07/2024 | 0,16% | 6,13 CHF | 6,14 CHF | 44 000 | 44 000 | 35 497 | 35 497 | 216 564 CHF | 216 919 CHF | 100,00% | 100,00% |
03/07/2024 | 0,19% | 6,07 CHF | 6,08 CHF | 110 000 | 110 000 | 49 274 | 49 274 | 300 351 CHF | 300 849 CHF | 96,93% | 96,93% |