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 | 12,80% | 0,08 CHF | 0,09 CHF | 707 200 | 707 200 | 693 751 | 693 751 | 50 748 CHF | 57 686 CHF | 100,00% | 100,00% |
15/07/2024 | 10,62% | 0,09 CHF | 0,10 CHF | 655 600 | 655 600 | 632 517 | 632 517 | 56 375 CHF | 62 700 CHF | 100,00% | 100,00% |
12/07/2024 | 10,25% | 0,10 CHF | 0,11 CHF | 647 000 | 647 000 | 630 322 | 630 322 | 58 379 CHF | 64 682 CHF | 100,00% | 100,00% |
11/07/2024 | 10,11% | 0,09 CHF | 0,10 CHF | 659 400 | 659 400 | 642 427 | 642 427 | 60 367 CHF | 66 792 CHF | 100,00% | 100,00% |
10/07/2024 | 10,75% | 0,09 CHF | 0,10 CHF | 675 500 | 675 500 | 658 847 | 658 847 | 58 087 CHF | 64 675 CHF | 100,00% | 100,00% |
09/07/2024 | 10,46% | 0,09 CHF | 0,10 CHF | 681 200 | 681 200 | 662 430 | 662 430 | 60 027 CHF | 66 652 CHF | 100,00% | 100,00% |
08/07/2024 | 10,80% | 0,09 CHF | 0,10 CHF | 652 100 | 652 100 | 635 106 | 635 106 | 55 687 CHF | 62 038 CHF | 100,00% | 100,00% |
05/07/2024 | 10,05% | 0,09 CHF | 0,10 CHF | 602 100 | 602 100 | 577 020 | 577 020 | 54 524 CHF | 60 295 CHF | 99,82% | 99,82% |
04/07/2024 | 9,32% | 0,11 CHF | 0,12 CHF | 602 900 | 602 900 | 587 112 | 587 112 | 60 049 CHF | 65 920 CHF | 99,50% | 99,50% |
03/07/2024 | 9,90% | 0,10 CHF | 0,11 CHF | 674 400 | 674 400 | 659 293 | 659 293 | 63 376 CHF | 69 969 CHF | 99,36% | 99,36% |