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% | 5,70 CHF | 5,71 CHF | 540 000 | 540 000 | 535 592 | 535 592 | 3 026 750 CHF | 3 032 150 CHF | 99,79% | 99,79% |
15/07/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 540 000 | 540 000 | 540 000 | 540 000 | 3 219 020 CHF | 3 224 420 CHF | 99,10% | 99,10% |
12/07/2024 | 0,17% | 6,17 CHF | 6,18 CHF | 550 000 | 550 000 | 550 000 | 550 000 | 3 221 180 CHF | 3 226 680 CHF | 95,39% | 95,39% |
11/07/2024 | 0,19% | 5,75 CHF | 5,76 CHF | 550 000 | 550 000 | 540 108 | 540 108 | 3 025 150 CHF | 3 030 610 CHF | 99,11% | 99,11% |
10/07/2024 | 0,19% | 5,50 CHF | 5,51 CHF | 560 000 | 560 000 | 560 000 | 560 000 | 3 008 070 CHF | 3 013 670 CHF | 100,00% | 100,00% |
09/07/2024 | 0,19% | 5,17 CHF | 5,18 CHF | 550 000 | 550 000 | 548 172 | 548 172 | 2 961 190 CHF | 2 966 690 CHF | 100,00% | 100,00% |
08/07/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 550 000 | 550 000 | 549 075 | 549 075 | 3 136 300 CHF | 3 141 800 CHF | 99,99% | 99,99% |
05/07/2024 | 0,17% | 5,61 CHF | 5,62 CHF | 550 000 | 550 000 | 550 000 | 550 000 | 3 193 500 CHF | 3 199 000 CHF | 99,81% | 99,81% |
04/07/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 560 000 | 560 000 | 560 000 | 560 000 | 3 114 460 CHF | 3 120 060 CHF | 99,94% | 99,94% |
03/07/2024 | 0,19% | 5,48 CHF | 5,49 CHF | 570 000 | 570 000 | 570 000 | 570 000 | 3 058 150 CHF | 3 063 850 CHF | 99,09% | 99,09% |