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 | 5,86% | 0,17 CHF | 0,18 CHF | 1 875 300 | 1 875 300 | 838 768 | 838 768 | 143 188 CHF | 151 611 CHF | 99,89% | 99,89% |
15/07/2024 | 5,70% | 0,18 CHF | 0,19 CHF | 1 802 600 | 1 802 600 | 805 714 | 805 714 | 140 763 CHF | 148 849 CHF | 99,97% | 99,97% |
12/07/2024 | 5,61% | 0,18 CHF | 0,19 CHF | 1 780 600 | 1 780 600 | 797 062 | 797 062 | 140 380 CHF | 148 365 CHF | 100,00% | 100,00% |
11/07/2024 | 5,01% | 0,18 CHF | 0,19 CHF | 1 606 300 | 1 606 300 | 702 238 | 702 238 | 138 178 CHF | 145 243 CHF | 100,00% | 100,00% |
10/07/2024 | 4,90% | 0,20 CHF | 0,21 CHF | 1 582 000 | 1 582 000 | 704 813 | 704 813 | 142 318 CHF | 149 379 CHF | 100,00% | 100,00% |
09/07/2024 | 4,93% | 0,21 CHF | 0,22 CHF | 1 582 600 | 1 582 600 | 708 184 | 708 184 | 143 245 CHF | 150 341 CHF | 100,00% | 100,00% |
08/07/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 1 556 800 | 1 556 800 | 696 364 | 696 364 | 141 741 CHF | 148 718 CHF | 100,00% | 100,00% |
05/07/2024 | 5,05% | 0,21 CHF | 0,22 CHF | 1 629 700 | 1 629 700 | 726 328 | 726 328 | 144 768 CHF | 152 045 CHF | 99,81% | 99,81% |
04/07/2024 | 4,99% | 0,20 CHF | 0,21 CHF | 651 900 | 651 900 | 522 338 | 522 338 | 101 996 CHF | 107 220 CHF | 98,30% | 98,30% |
03/07/2024 | 4,84% | 0,20 CHF | 0,21 CHF | 1 549 100 | 1 549 100 | 688 588 | 688 588 | 139 286 CHF | 146 185 CHF | 100,00% | 100,00% |