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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 5,41% | 0,19 CHF | 0,20 CHF | 437 000 | 437 000 | 194 332 | 194 332 | 35 840 CHF | 37 791 CHF | 99,30% | 99,30% |
16/07/2024 | 5,78% | 0,19 CHF | 0,20 CHF | 473 500 | 473 500 | 213 957 | 213 957 | 37 071 CHF | 39 214 CHF | 99,89% | 99,89% |
15/07/2024 | 6,31% | 0,17 CHF | 0,18 CHF | 525 700 | 525 700 | 237 251 | 237 251 | 37 727 CHF | 40 104 CHF | 100,00% | 100,00% |
12/07/2024 | 6,47% | 0,15 CHF | 0,16 CHF | 532 800 | 532 800 | 238 422 | 238 422 | 36 105 CHF | 38 494 CHF | 100,00% | 100,00% |
11/07/2024 | 6,48% | 0,16 CHF | 0,17 CHF | 530 900 | 530 900 | 237 501 | 237 501 | 36 058 CHF | 38 437 CHF | 100,00% | 100,00% |
10/07/2024 | 6,65% | 0,14 CHF | 0,16 CHF | 543 900 | 543 900 | 242 741 | 242 741 | 35 697 CHF | 38 129 CHF | 99,90% | 99,90% |
09/07/2024 | 7,03% | 0,14 CHF | 0,15 CHF | 576 200 | 576 200 | 258 686 | 258 686 | 36 210 CHF | 38 801 CHF | 100,00% | 100,00% |
08/07/2024 | 6,90% | 0,14 CHF | 0,16 CHF | 561 100 | 561 100 | 252 177 | 252 177 | 36 382 CHF | 38 908 CHF | 100,00% | 100,00% |
05/07/2024 | 6,96% | 0,14 CHF | 0,15 CHF | 568 400 | 568 400 | 254 116 | 254 116 | 36 013 CHF | 38 559 CHF | 99,88% | 99,88% |
04/07/2024 | 6,67% | 0,14 CHF | 0,16 CHF | 226 200 | 226 200 | 181 117 | 181 117 | 26 262 CHF | 28 073 CHF | 100,00% | 100,00% |