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 | 0,54% | 5,18 CHF | 5,19 CHF | 64 000 | 64 000 | 25 308 | 25 308 | 133 035 CHF | 133 541 CHF | 99,88% | 99,88% |
15/07/2024 | 0,52% | 5,50 CHF | 5,51 CHF | 62 000 | 62 000 | 24 975 | 24 975 | 137 006 CHF | 137 506 CHF | 98,67% | 98,67% |
12/07/2024 | 0,56% | 5,42 CHF | 5,43 CHF | 62 000 | 62 000 | 25 255 | 25 255 | 133 052 CHF | 133 559 CHF | 100,00% | 100,00% |
11/07/2024 | 0,51% | 5,40 CHF | 5,41 CHF | 62 000 | 62 000 | 23 938 | 23 938 | 133 634 CHF | 134 108 CHF | 99,98% | 99,98% |
10/07/2024 | 0,51% | 5,66 CHF | 5,67 CHF | 60 000 | 60 000 | 23 880 | 23 880 | 134 153 CHF | 134 626 CHF | 99,59% | 99,59% |
09/07/2024 | 0,50% | 5,54 CHF | 5,55 CHF | 60 000 | 60 000 | 23 797 | 23 797 | 135 579 CHF | 136 052 CHF | 99,99% | 99,99% |
08/07/2024 | 0,52% | 5,62 CHF | 5,63 CHF | 60 000 | 60 000 | 24 396 | 24 396 | 134 955 CHF | 135 449 CHF | 100,00% | 100,00% |
05/07/2024 | 0,57% | 5,38 CHF | 5,39 CHF | 62 000 | 62 000 | 26 393 | 26 393 | 135 122 CHF | 135 652 CHF | 95,75% | 95,75% |
04/07/2024 | 0,62% | 4,86 CHF | 4,88 CHF | 20 000 | 20 000 | 16 819 | 16 819 | 82 071 CHF | 82 556 CHF | 97,96% | 97,96% |
03/07/2024 | 0,50% | 4,90 CHF | 4,91 CHF | 66 000 | 66 000 | 27 315 | 27 315 | 128 785 CHF | 129 258 CHF | 98,83% | 98,83% |