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 | 0,20% | 5,00 CHF | 5,01 CHF | 63 000 | 63 000 | 62 469 | 62 469 | 315 041 CHF | 315 665 CHF | 100,00% | 100,00% |
15/07/2024 | 0,19% | 5,15 CHF | 5,16 CHF | 62 000 | 62 000 | 61 208 | 61 208 | 322 195 CHF | 322 807 CHF | 99,95% | 99,95% |
12/07/2024 | 0,20% | 5,26 CHF | 5,27 CHF | 61 000 | 61 000 | 62 334 | 62 334 | 316 116 CHF | 316 739 CHF | 100,00% | 100,00% |
11/07/2024 | 0,19% | 5,11 CHF | 5,12 CHF | 62 000 | 62 000 | 61 094 | 61 094 | 321 407 CHF | 322 018 CHF | 99,99% | 99,99% |
10/07/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 62 000 | 62 000 | 62 625 | 62 625 | 316 715 CHF | 317 341 CHF | 100,00% | 100,00% |
09/07/2024 | 0,19% | 5,03 CHF | 5,04 CHF | 63 000 | 63 000 | 62 118 | 62 118 | 318 331 CHF | 318 952 CHF | 100,00% | 100,00% |
08/07/2024 | 0,19% | 5,15 CHF | 5,16 CHF | 62 000 | 62 000 | 61 798 | 61 798 | 321 039 CHF | 321 657 CHF | 100,00% | 100,00% |
05/07/2024 | 0,19% | 5,12 CHF | 5,13 CHF | 62 000 | 62 000 | 62 000 | 62 000 | 319 235 CHF | 319 855 CHF | 99,81% | 99,81% |
04/07/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 63 000 | 63 000 | 62 284 | 62 284 | 316 379 CHF | 317 002 CHF | 99,49% | 99,49% |
03/07/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 63 000 | 63 000 | 62 628 | 62 628 | 316 584 CHF | 317 210 CHF | 100,00% | 100,00% |