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 | 0,90% | 5,40 CHF | 5,41 CHF | 70 000 | 70 000 | 30 229 | 30 229 | 165 700 CHF | 166 781 CHF | 99,88% | 99,88% |
15/07/2024 | 0,86% | 5,72 CHF | 5,73 CHF | 70 000 | 70 000 | 30 461 | 30 461 | 173 773 CHF | 174 856 CHF | 98,92% | 98,92% |
12/07/2024 | 0,92% | 5,64 CHF | 5,65 CHF | 70 000 | 70 000 | 30 286 | 30 286 | 165 860 CHF | 166 943 CHF | 100,00% | 100,00% |
11/07/2024 | 0,84% | 5,61 CHF | 5,62 CHF | 70 000 | 70 000 | 30 172 | 30 172 | 175 644 CHF | 176 724 CHF | 99,98% | 99,98% |
10/07/2024 | 0,85% | 5,88 CHF | 5,89 CHF | 70 000 | 70 000 | 30 430 | 30 430 | 177 621 CHF | 178 708 CHF | 99,49% | 99,49% |
09/07/2024 | 0,84% | 5,76 CHF | 5,77 CHF | 70 000 | 70 000 | 30 361 | 30 361 | 179 717 CHF | 180 804 CHF | 99,44% | 99,44% |
08/07/2024 | 0,87% | 5,84 CHF | 5,85 CHF | 70 000 | 70 000 | 30 103 | 30 103 | 173 110 CHF | 174 185 CHF | 100,00% | 100,00% |
05/07/2024 | 0,94% | 5,59 CHF | 5,60 CHF | 70 000 | 70 000 | 30 841 | 30 841 | 164 278 CHF | 165 354 CHF | 95,77% | 95,77% |
04/07/2024 | 1,09% | 5,07 CHF | 5,11 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 102 100 CHF | 103 218 CHF | 97,93% | 97,93% |
03/07/2024 | 0,85% | 5,12 CHF | 5,13 CHF | 70 000 | 70 000 | 32 862 | 32 862 | 162 118 CHF | 163 126 CHF | 95,12% | 95,12% |