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 | 3,51% | 0,29 CHF | 0,30 CHF | 257 300 | 257 300 | 258 080 | 258 080 | 72 363 CHF | 74 944 CHF | 100,00% | 100,00% |
15/07/2024 | 2,98% | 0,31 CHF | 0,32 CHF | 249 800 | 249 800 | 247 997 | 247 997 | 81 909 CHF | 84 389 CHF | 100,00% | 100,00% |
12/07/2024 | 3,06% | 0,32 CHF | 0,33 CHF | 252 900 | 252 900 | 251 449 | 251 449 | 80 970 CHF | 83 485 CHF | 100,00% | 100,00% |
11/07/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 252 500 | 252 500 | 250 523 | 250 523 | 82 878 CHF | 85 384 CHF | 99,99% | 99,99% |
10/07/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 272 600 | 272 600 | 273 377 | 273 377 | 82 842 CHF | 85 576 CHF | 100,00% | 100,00% |
09/07/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 275 100 | 275 100 | 274 410 | 274 410 | 81 671 CHF | 84 418 CHF | 100,00% | 100,00% |
08/07/2024 | 3,43% | 0,29 CHF | 0,30 CHF | 293 000 | 293 000 | 293 584 | 293 584 | 84 099 CHF | 87 035 CHF | 100,00% | 100,00% |
05/07/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 279 400 | 279 400 | 279 241 | 279 241 | 76 970 CHF | 79 763 CHF | 100,00% | 100,00% |
04/07/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 283 700 | 283 700 | 283 843 | 283 843 | 82 923 CHF | 85 761 CHF | 100,00% | 100,00% |
03/07/2024 | 3,54% | 0,28 CHF | 0,29 CHF | 269 700 | 269 700 | 269 567 | 269 567 | 74 757 CHF | 77 453 CHF | 100,00% | 100,00% |