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% | 5,60 CHF | 5,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 712 780 CHF | 571 926 CHF | 99,22% | 99,22% |
15/07/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 769 250 CHF | 590 750 CHF | 98,29% | 98,29% |
12/07/2024 | 0,18% | 5,84 CHF | 5,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 681 060 CHF | 561 354 CHF | 97,92% | 97,92% |
11/07/2024 | 0,16% | 5,80 CHF | 5,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 823 760 CHF | 608 919 CHF | 98,03% | 98,03% |
10/07/2024 | 0,17% | 6,07 CHF | 6,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 803 400 CHF | 602 134 CHF | 99,07% | 99,07% |
09/07/2024 | 0,16% | 5,95 CHF | 5,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 834 280 CHF | 612 427 CHF | 99,23% | 99,23% |
08/07/2024 | 0,17% | 6,03 CHF | 6,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 776 950 CHF | 593 318 CHF | 99,22% | 99,22% |
05/07/2024 | 0,18% | 5,79 CHF | 5,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 631 280 CHF | 544 761 CHF | 99,22% | 99,22% |
04/07/2024 | 0,19% | 5,27 CHF | 5,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 591 490 CHF | 531 496 CHF | 99,23% | 99,23% |
03/07/2024 | 0,20% | 5,31 CHF | 5,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 532 350 CHF | 511 784 CHF | 99,23% | 99,23% |