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 | 1,42% | 5,76 CHF | 5,81 CHF | 20 000 | 20 000 | 12 139 | 9 910 | 70 565 CHF | 58 287 CHF | 99,46% | 99,46% |
15/07/2024 | 1,46% | 6,03 CHF | 6,07 CHF | 10 000 | 10 000 | 10 000 | 7 772 | 59 314 CHF | 46 805 CHF | 99,33% | 99,33% |
12/07/2024 | 1,46% | 6,21 CHF | 6,26 CHF | 10 000 | 10 000 | 10 000 | 7 771 | 62 745 CHF | 49 394 CHF | 99,64% | 99,64% |
11/07/2024 | 1,42% | 6,53 CHF | 6,58 CHF | 10 000 | 10 000 | 10 000 | 7 788 | 63 621 CHF | 50 299 CHF | 93,12% | 93,12% |
10/07/2024 | 1,34% | 6,56 CHF | 6,60 CHF | 10 000 | 10 000 | 10 000 | 7 837 | 64 182 CHF | 51 115 CHF | 80,03% | 80,03% |
09/07/2024 | 1,42% | 6,26 CHF | 6,31 CHF | 10 000 | 10 000 | 10 000 | 7 771 | 60 374 CHF | 47 635 CHF | 99,61% | 99,61% |
08/07/2024 | 1,40% | 5,87 CHF | 5,91 CHF | 20 000 | 20 000 | 12 137 | 10 171 | 69 271 CHF | 58 825 CHF | 99,62% | 99,62% |
05/07/2024 | 1,41% | 5,73 CHF | 5,78 CHF | 20 000 | 20 000 | 12 175 | 9 954 | 70 281 CHF | 58 204 CHF | 98,32% | 98,32% |
04/07/2024 | 1,37% | 5,79 CHF | 5,83 CHF | 20 000 | 20 000 | 12 424 | 10 264 | 72 196 CHF | 60 356 CHF | 88,23% | 88,23% |
03/07/2024 | 1,40% | 5,84 CHF | 5,88 CHF | 20 000 | 20 000 | 12 147 | 9 922 | 71 334 CHF | 58 947 CHF | 99,63% | 99,63% |