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 | 33,33% | 0,03 CHF | 0,04 CHF | 917 600 | 917 600 | 920 672 | 920 672 | 23 020 CHF | 32 227 CHF | 100,00% | 100,00% |
15/07/2024 | 33,15% | 0,03 CHF | 0,04 CHF | 898 900 | 898 900 | 898 900 | 898 900 | 22 643 CHF | 31 632 CHF | 100,00% | 100,00% |
12/07/2024 | 31,57% | 0,03 CHF | 0,04 CHF | 921 800 | 921 800 | 921 800 | 921 800 | 24 756 CHF | 33 974 CHF | 100,00% | 100,00% |
11/07/2024 | 33,32% | 0,03 CHF | 0,04 CHF | 965 800 | 965 800 | 984 159 | 984 159 | 24 616 CHF | 34 458 CHF | 99,83% | 99,83% |
10/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 067 500 | 1 067 500 | 1 067 500 | 1 067 500 | 26 688 CHF | 37 363 CHF | 100,00% | 100,00% |
09/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 916 600 | 916 600 | 917 001 | 917 001 | 22 925 CHF | 32 095 CHF | 99,74% | 99,74% |
08/07/2024 | 28,93% | 0,03 CHF | 0,04 CHF | 855 600 | 855 600 | 855 600 | 855 600 | 25 348 CHF | 33 904 CHF | 100,00% | 100,00% |
05/07/2024 | 28,53% | 0,03 CHF | 0,04 CHF | 827 000 | 827 000 | 804 190 | 804 190 | 24 177 CHF | 32 219 CHF | 99,81% | 99,81% |
04/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 809 600 | 809 600 | 811 195 | 811 195 | 24 336 CHF | 32 448 CHF | 100,00% | 100,00% |
03/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 858 200 | 858 200 | 866 220 | 866 220 | 25 987 CHF | 34 649 CHF | 100,00% | 100,00% |