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 | 3,02% | 0,33 CHF | 0,34 CHF | 375 800 | 375 800 | 372 113 | 372 113 | 121 439 CHF | 125 160 CHF | 100,00% | 100,00% |
15/07/2024 | 2,82% | 0,34 CHF | 0,35 CHF | 339 800 | 339 800 | 338 255 | 338 255 | 118 357 CHF | 121 740 CHF | 100,00% | 100,00% |
12/07/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 346 500 | 346 500 | 345 034 | 345 034 | 127 776 CHF | 131 226 CHF | 100,00% | 100,00% |
11/07/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 363 600 | 363 600 | 368 013 | 368 013 | 129 300 CHF | 132 981 CHF | 100,00% | 100,00% |
10/07/2024 | 3,07% | 0,34 CHF | 0,35 CHF | 392 200 | 392 200 | 398 761 | 398 761 | 127 960 CHF | 131 948 CHF | 100,00% | 100,00% |
09/07/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 413 900 | 413 900 | 409 984 | 409 984 | 128 060 CHF | 132 160 CHF | 100,00% | 100,00% |
08/07/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 405 200 | 405 200 | 403 364 | 403 364 | 124 896 CHF | 128 929 CHF | 99,99% | 99,99% |
05/07/2024 | 3,04% | 0,31 CHF | 0,32 CHF | 398 600 | 398 600 | 391 454 | 391 454 | 126 771 CHF | 130 685 CHF | 99,82% | 99,82% |
04/07/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 388 000 | 388 000 | 387 627 | 387 627 | 124 145 CHF | 128 022 CHF | 99,50% | 99,50% |
03/07/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 393 400 | 393 400 | 391 768 | 391 768 | 129 199 CHF | 133 116 CHF | 99,37% | 99,37% |