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 | 0,33% | 6,07 CHF | 6,09 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 29 867 CHF | 29 966 CHF | 100,00% | 100,00% |
15/07/2024 | 0,33% | 6,08 CHF | 6,10 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 30 130 CHF | 30 229 CHF | 100,00% | 100,00% |
12/07/2024 | 0,34% | 6,00 CHF | 6,02 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 29 430 CHF | 29 529 CHF | 100,00% | 100,00% |
11/07/2024 | 0,34% | 5,97 CHF | 5,99 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 29 680 CHF | 29 780 CHF | 99,35% | 99,35% |
10/07/2024 | 0,40% | 5,02 CHF | 5,04 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 25 002 CHF | 25 101 CHF | 100,00% | 100,00% |
09/07/2024 | 0,41% | 4,93 CHF | 4,95 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 24 105 CHF | 24 204 CHF | 99,53% | 99,53% |
08/07/2024 | 0,43% | 4,78 CHF | 4,80 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 23 299 CHF | 23 398 CHF | 100,00% | 100,00% |
05/07/2024 | 0,42% | 4,78 CHF | 4,80 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 23 520 CHF | 23 619 CHF | 99,62% | 99,62% |
04/07/2024 | 0,43% | 4,81 CHF | 4,83 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 23 499 CHF | 23 598 CHF | 99,42% | 99,42% |
03/07/2024 | 0,38% | 5,17 CHF | 5,19 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 26 136 CHF | 26 235 CHF | 100,00% | 100,00% |