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 | 5,11% | 0,19 CHF | 0,20 CHF | 215 500 | 215 500 | 214 713 | 214 713 | 40 921 CHF | 43 068 CHF | 100,00% | 100,00% |
15/07/2024 | 5,09% | 0,20 CHF | 0,21 CHF | 208 900 | 208 900 | 219 292 | 219 292 | 41 987 CHF | 44 180 CHF | 100,00% | 100,00% |
12/07/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 221 800 | 221 800 | 219 470 | 219 470 | 42 610 CHF | 44 805 CHF | 100,00% | 100,00% |
11/07/2024 | 5,09% | 0,19 CHF | 0,20 CHF | 213 700 | 213 700 | 211 711 | 211 711 | 40 562 CHF | 42 680 CHF | 100,00% | 100,00% |
10/07/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 228 100 | 228 100 | 225 792 | 225 792 | 44 004 CHF | 46 262 CHF | 100,00% | 100,00% |
09/07/2024 | 5,53% | 0,18 CHF | 0,19 CHF | 232 600 | 232 600 | 232 600 | 232 600 | 40 885 CHF | 43 211 CHF | 100,00% | 100,00% |
08/07/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 232 700 | 232 700 | 232 700 | 232 700 | 42 512 CHF | 44 839 CHF | 100,00% | 100,00% |
05/07/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 242 300 | 242 300 | 242 300 | 242 300 | 41 267 CHF | 43 690 CHF | 100,00% | 100,00% |
04/07/2024 | 5,95% | 0,17 CHF | 0,18 CHF | 257 200 | 257 200 | 257 200 | 257 200 | 41 972 CHF | 44 544 CHF | 100,00% | 100,00% |
03/07/2024 | 6,25% | 0,16 CHF | 0,17 CHF | 272 500 | 272 500 | 269 610 | 269 610 | 41 819 CHF | 44 515 CHF | 100,00% | 100,00% |