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 | 1,00% | 5,41 CHF | 5,46 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 50 672 CHF | 51 181 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 6,17 CHF | 6,22 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 63 341 CHF | 63 851 CHF | 100,00% | 100,00% |
12/07/2024 | 0,84% | 6,05 CHF | 6,10 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 60 109 CHF | 60 614 CHF | 100,00% | 100,00% |
11/07/2024 | 0,65% | 6,05 CHF | 6,09 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 62 183 CHF | 62 586 CHF | 100,00% | 100,00% |
10/07/2024 | 0,68% | 6,00 CHF | 6,04 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 58 163 CHF | 58 558 CHF | 100,00% | 100,00% |
09/07/2024 | 0,64% | 6,06 CHF | 6,09 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 60 721 CHF | 61 113 CHF | 100,00% | 100,00% |
08/07/2024 | 0,60% | 5,87 CHF | 5,90 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 55 229 CHF | 55 562 CHF | 100,00% | 100,00% |
05/07/2024 | 0,67% | 4,84 CHF | 4,87 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 49 868 CHF | 50 204 CHF | 100,00% | 100,00% |
04/07/2024 | 0,66% | 5,00 CHF | 5,03 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 49 258 CHF | 49 584 CHF | 100,00% | 100,00% |
03/07/2024 | 0,73% | 4,66 CHF | 4,69 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 46 713 CHF | 47 055 CHF | 100,00% | 100,00% |