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 | 1,53% | 0,82 CHF | 0,83 CHF | 107 100 | 107 100 | 42 319 | 42 319 | 32 527 CHF | 32 966 CHF | 99,36% | 99,36% |
15/07/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 115 000 | 115 000 | 51 504 | 51 504 | 35 347 CHF | 35 863 CHF | 100,00% | 100,00% |
12/07/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 112 900 | 112 900 | 50 888 | 50 888 | 34 559 CHF | 35 069 CHF | 100,00% | 100,00% |
11/07/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 114 900 | 114 900 | 50 963 | 50 963 | 34 911 CHF | 35 422 CHF | 99,99% | 99,99% |
10/07/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 116 000 | 116 000 | 52 222 | 52 222 | 34 959 CHF | 35 482 CHF | 100,00% | 100,00% |
09/07/2024 | 1,61% | 0,66 CHF | 0,67 CHF | 124 200 | 124 200 | 56 160 | 56 160 | 35 591 CHF | 36 155 CHF | 100,00% | 100,00% |
08/07/2024 | 1,65% | 0,63 CHF | 0,64 CHF | 127 500 | 127 500 | 57 429 | 57 429 | 35 499 CHF | 36 074 CHF | 100,00% | 100,00% |
05/07/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 124 200 | 124 200 | 54 851 | 54 851 | 34 423 CHF | 34 972 CHF | 99,90% | 99,90% |
04/07/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 48 500 | 48 500 | 38 826 | 38 826 | 25 124 CHF | 25 512 CHF | 100,00% | 100,00% |
03/07/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 120 900 | 120 900 | 54 228 | 54 228 | 34 898 CHF | 35 441 CHF | 100,00% | 100,00% |