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 | 0,17% | 5,84 CHF | 5,85 CHF | 115 000 | 115 000 | 50 260 | 50 260 | 296 120 CHF | 296 623 CHF | 99,85% | 99,85% |
15/07/2024 | 0,17% | 6,04 CHF | 6,05 CHF | 110 000 | 110 000 | 49 760 | 49 760 | 296 158 CHF | 296 657 CHF | 99,99% | 99,99% |
12/07/2024 | 0,17% | 6,04 CHF | 6,05 CHF | 110 000 | 110 000 | 48 905 | 48 905 | 295 804 CHF | 296 294 CHF | 99,90% | 99,90% |
11/07/2024 | 0,16% | 6,33 CHF | 6,34 CHF | 105 000 | 105 000 | 47 433 | 47 433 | 308 985 CHF | 309 460 CHF | 99,99% | 99,99% |
10/07/2024 | 0,16% | 6,55 CHF | 6,56 CHF | 105 000 | 105 000 | 47 364 | 47 364 | 310 632 CHF | 311 106 CHF | 99,99% | 99,99% |
09/07/2024 | 0,16% | 6,55 CHF | 6,56 CHF | 105 000 | 105 000 | 47 371 | 47 371 | 311 309 CHF | 311 783 CHF | 100,00% | 100,00% |
08/07/2024 | 0,15% | 6,53 CHF | 6,54 CHF | 105 000 | 105 000 | 47 351 | 47 351 | 314 223 CHF | 314 697 CHF | 100,00% | 100,00% |
05/07/2024 | 0,16% | 6,57 CHF | 6,58 CHF | 105 000 | 105 000 | 48 477 | 48 477 | 305 531 CHF | 306 016 CHF | 100,00% | 100,00% |
04/07/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 44 000 | 44 000 | 35 497 | 35 497 | 220 057 CHF | 220 412 CHF | 100,00% | 100,00% |
03/07/2024 | 0,19% | 6,17 CHF | 6,18 CHF | 110 000 | 110 000 | 49 274 | 49 274 | 305 227 CHF | 305 725 CHF | 96,93% | 96,93% |