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 | 0,63% | 5,19 CHF | 5,20 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 53 754 CHF | 31 267 CHF | 99,47% | 99,47% |
15/07/2024 | 0,65% | 5,15 CHF | 5,16 CHF | 10 000 | 10 000 | 10 000 | 5 909 | 51 819 CHF | 30 755 CHF | 88,24% | 88,24% |
12/07/2024 | 0,62% | 5,25 CHF | 5,26 CHF | 10 000 | 10 000 | 10 000 | 5 821 | 54 604 CHF | 31 822 CHF | 98,49% | 98,49% |
11/07/2024 | 0,62% | 5,32 CHF | 5,33 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 54 013 CHF | 31 400 CHF | 99,03% | 99,03% |
10/07/2024 | 0,63% | 5,97 CHF | 5,98 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 54 716 CHF | 32 395 CHF | 99,58% | 99,58% |
09/07/2024 | 0,69% | 5,44 CHF | 5,45 CHF | 10 000 | 10 000 | 17 776 | 5 805 | 88 086 CHF | 29 619 CHF | 99,58% | 99,58% |
08/07/2024 | 0,41% | 4,80 CHF | 4,81 CHF | 20 000 | 10 000 | 20 000 | 5 848 | 91 572 CHF | 27 046 CHF | 94,62% | 94,62% |