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 | 8,30% | 0,12 CHF | 0,13 CHF | 645 500 | 645 500 | 642 307 | 642 307 | 74 218 CHF | 80 641 CHF | 100,00% | 100,00% |
15/07/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 616 300 | 616 300 | 617 384 | 617 384 | 73 928 CHF | 80 102 CHF | 100,00% | 100,00% |
12/07/2024 | 7,90% | 0,13 CHF | 0,14 CHF | 609 800 | 609 800 | 607 286 | 607 286 | 73 894 CHF | 79 967 CHF | 100,00% | 100,00% |
11/07/2024 | 7,97% | 0,12 CHF | 0,13 CHF | 607 100 | 607 100 | 609 076 | 609 076 | 73 349 CHF | 79 440 CHF | 100,00% | 100,00% |
10/07/2024 | 7,78% | 0,13 CHF | 0,14 CHF | 609 400 | 609 400 | 606 979 | 606 979 | 75 016 CHF | 81 086 CHF | 100,00% | 100,00% |
09/07/2024 | 7,59% | 0,12 CHF | 0,13 CHF | 570 800 | 570 800 | 568 024 | 568 024 | 72 032 CHF | 77 712 CHF | 100,00% | 100,00% |
08/07/2024 | 7,14% | 0,14 CHF | 0,14 CHF | 534 100 | 534 100 | 531 897 | 531 897 | 71 835 CHF | 77 154 CHF | 100,00% | 100,00% |
05/07/2024 | 6,97% | 0,14 CHF | 0,15 CHF | 580 400 | 580 400 | 586 912 | 586 912 | 81 296 CHF | 87 166 CHF | 99,23% | 99,23% |
04/07/2024 | 7,92% | 0,13 CHF | 0,14 CHF | 761 000 | 761 000 | 768 330 | 768 330 | 93 207 CHF | 100 890 CHF | 99,50% | 99,50% |
03/07/2024 | 10,76% | 0,09 CHF | 0,10 CHF | 898 000 | 898 000 | 903 452 | 903 452 | 79 499 CHF | 88 533 CHF | 99,36% | 99,36% |