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 | 12,05% | 0,09 CHF | 0,10 CHF | 1 144 600 | 1 144 600 | 1 144 600 | 1 144 600 | 89 330 CHF | 100 776 CHF | 100,00% | 100,00% |
15/07/2024 | 11,65% | 0,08 CHF | 0,09 CHF | 1 264 200 | 1 264 200 | 1 264 200 | 1 264 200 | 102 472 CHF | 115 114 CHF | 100,00% | 100,00% |
12/07/2024 | 13,04% | 0,08 CHF | 0,09 CHF | 1 357 500 | 1 357 500 | 1 376 250 | 1 376 250 | 98 686 CHF | 112 449 CHF | 100,00% | 100,00% |
11/07/2024 | 13,98% | 0,07 CHF | 0,08 CHF | 1 524 700 | 1 524 700 | 1 524 700 | 1 524 700 | 101 535 CHF | 116 782 CHF | 100,00% | 100,00% |
10/07/2024 | 16,32% | 0,07 CHF | 0,08 CHF | 1 712 700 | 1 712 700 | 1 712 760 | 1 712 760 | 96 578 CHF | 113 705 CHF | 100,00% | 100,00% |
09/07/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 1 814 800 | 1 814 800 | 1 790 440 | 1 790 440 | 98 517 CHF | 116 424 CHF | 99,73% | 99,73% |
08/07/2024 | 17,77% | 0,05 CHF | 0,06 CHF | 1 833 700 | 1 833 700 | 1 833 700 | 1 833 700 | 94 151 CHF | 112 488 CHF | 99,31% | 99,31% |
05/07/2024 | 16,90% | 0,05 CHF | 0,06 CHF | 1 827 700 | 1 827 700 | 1 803 700 | 1 803 700 | 97 812 CHF | 115 849 CHF | 100,00% | 100,00% |
04/07/2024 | 18,57% | 0,05 CHF | 0,06 CHF | 1 690 400 | 1 690 400 | 1 690 400 | 1 690 400 | 82 697 CHF | 99 601 CHF | 99,65% | 99,65% |
03/07/2024 | 15,64% | 0,06 CHF | 0,07 CHF | 1 518 900 | 1 518 900 | 1 519 440 | 1 519 440 | 89 674 CHF | 104 868 CHF | 100,00% | 100,00% |