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 | 11,55% | 0,08 CHF | 0,09 CHF | 1 181 000 | 1 181 000 | 1 176 170 | 1 176 170 | 96 098 CHF | 107 860 CHF | 100,00% | 100,00% |
15/07/2024 | 11,05% | 0,09 CHF | 0,10 CHF | 1 186 200 | 1 186 200 | 1 181 320 | 1 181 320 | 101 070 CHF | 112 883 CHF | 100,00% | 100,00% |
12/07/2024 | 12,19% | 0,09 CHF | 0,10 CHF | 1 293 000 | 1 293 000 | 1 287 670 | 1 287 670 | 99 442 CHF | 112 318 CHF | 100,00% | 100,00% |
11/07/2024 | 12,55% | 0,08 CHF | 0,09 CHF | 1 366 000 | 1 366 000 | 1 360 370 | 1 360 370 | 101 660 CHF | 115 263 CHF | 100,00% | 100,00% |
10/07/2024 | 13,25% | 0,08 CHF | 0,09 CHF | 1 463 000 | 1 463 000 | 1 456 980 | 1 456 980 | 102 832 CHF | 117 402 CHF | 99,99% | 99,99% |
09/07/2024 | 12,58% | 0,07 CHF | 0,08 CHF | 1 339 700 | 1 339 700 | 1 271 020 | 1 271 020 | 95 011 CHF | 107 721 CHF | 99,73% | 99,73% |
08/07/2024 | 12,35% | 0,08 CHF | 0,09 CHF | 1 307 100 | 1 307 100 | 1 301 660 | 1 301 660 | 98 990 CHF | 112 007 CHF | 99,31% | 99,31% |
05/07/2024 | 12,12% | 0,08 CHF | 0,09 CHF | 1 360 800 | 1 360 800 | 1 355 190 | 1 355 190 | 105 160 CHF | 118 712 CHF | 100,00% | 100,00% |
04/07/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 1 417 000 | 1 417 000 | 1 411 140 | 1 411 140 | 98 780 CHF | 112 891 CHF | 99,65% | 99,65% |
03/07/2024 | 14,63% | 0,07 CHF | 0,08 CHF | 1 688 600 | 1 688 600 | 1 743 120 | 1 743 120 | 110 826 CHF | 128 257 CHF | 100,00% | 100,00% |