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% | 5,93 CHF | 5,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 812 610 CHF | 605 204 CHF | 99,23% | 99,23% |
15/07/2024 | 0,16% | 6,24 CHF | 6,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 868 910 CHF | 623 969 CHF | 98,29% | 98,29% |
12/07/2024 | 0,17% | 6,17 CHF | 6,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 780 660 CHF | 594 552 CHF | 97,91% | 97,91% |
11/07/2024 | 0,16% | 6,13 CHF | 6,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 923 700 CHF | 642 232 CHF | 98,03% | 98,03% |
10/07/2024 | 0,16% | 6,41 CHF | 6,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 903 390 CHF | 635 462 CHF | 99,07% | 99,07% |
09/07/2024 | 0,15% | 6,28 CHF | 6,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 934 280 CHF | 645 761 CHF | 99,23% | 99,23% |
08/07/2024 | 0,16% | 6,36 CHF | 6,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 876 700 CHF | 626 568 CHF | 99,23% | 99,23% |
05/07/2024 | 0,17% | 6,12 CHF | 6,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 731 140 CHF | 578 048 CHF | 99,22% | 99,22% |
04/07/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 691 530 CHF | 564 843 CHF | 99,23% | 99,23% |
03/07/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 632 340 CHF | 545 114 CHF | 99,23% | 99,23% |