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% | 5,81 CHF | 5,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 775 800 CHF | 592 934 CHF | 99,22% | 99,22% |
15/07/2024 | 0,16% | 6,12 CHF | 6,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 832 260 CHF | 611 754 CHF | 98,29% | 98,29% |
12/07/2024 | 0,17% | 6,05 CHF | 6,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 743 990 CHF | 582 331 CHF | 97,92% | 97,92% |
11/07/2024 | 0,16% | 6,01 CHF | 6,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 886 890 CHF | 629 963 CHF | 98,01% | 98,01% |
10/07/2024 | 0,16% | 6,28 CHF | 6,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 866 580 CHF | 623 195 CHF | 99,07% | 99,07% |
09/07/2024 | 0,16% | 6,16 CHF | 6,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 897 450 CHF | 633 482 CHF | 99,23% | 99,23% |
08/07/2024 | 0,16% | 6,24 CHF | 6,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 839 980 CHF | 614 325 CHF | 99,23% | 99,23% |
05/07/2024 | 0,18% | 6,00 CHF | 6,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 694 370 CHF | 565 788 CHF | 99,21% | 99,21% |
04/07/2024 | 0,18% | 5,48 CHF | 5,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 654 690 CHF | 552 563 CHF | 99,23% | 99,23% |
03/07/2024 | 0,19% | 5,52 CHF | 5,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 595 550 CHF | 532 851 CHF | 99,23% | 99,23% |