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 | 12,52% | 0,08 CHF | 0,09 CHF | 1 007 400 | 1 007 400 | 1 002 860 | 1 002 860 | 75 087 CHF | 85 116 CHF | 100,00% | 100,00% |
15/07/2024 | 12,45% | 0,08 CHF | 0,09 CHF | 1 553 600 | 1 553 600 | 1 558 930 | 1 558 930 | 117 443 CHF | 133 032 CHF | 100,00% | 100,00% |
12/07/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 1 299 000 | 1 299 000 | 1 309 650 | 1 309 650 | 72 031 CHF | 85 127 CHF | 100,00% | 100,00% |
11/07/2024 | 16,64% | 0,06 CHF | 0,07 CHF | 1 269 700 | 1 269 700 | 1 274 720 | 1 274 720 | 70 239 CHF | 82 986 CHF | 99,83% | 99,83% |
10/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 1 254 500 | 1 254 500 | 1 259 480 | 1 259 480 | 75 600 CHF | 88 195 CHF | 100,00% | 100,00% |
09/07/2024 | 15,99% | 0,06 CHF | 0,07 CHF | 1 322 200 | 1 322 200 | 1 307 120 | 1 307 120 | 75 486 CHF | 88 572 CHF | 99,74% | 99,74% |
08/07/2024 | 16,63% | 0,06 CHF | 0,07 CHF | 1 336 100 | 1 336 100 | 1 329 860 | 1 329 860 | 73 325 CHF | 86 624 CHF | 100,00% | 100,00% |
05/07/2024 | 17,46% | 0,06 CHF | 0,07 CHF | 1 383 000 | 1 383 000 | 1 365 700 | 1 365 700 | 71 561 CHF | 85 218 CHF | 99,81% | 99,81% |
04/07/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 1 307 000 | 1 307 000 | 1 311 850 | 1 311 850 | 72 152 CHF | 85 271 CHF | 100,00% | 100,00% |
03/07/2024 | 16,16% | 0,06 CHF | 0,07 CHF | 1 271 300 | 1 271 300 | 1 277 860 | 1 277 860 | 72 824 CHF | 85 603 CHF | 100,00% | 100,00% |