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 | 2,90% | 0,34 CHF | 0,35 CHF | 228 700 | 228 700 | 227 665 | 227 665 | 77 378 CHF | 79 654 CHF | 100,00% | 100,00% |
15/07/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 154 200 | 154 200 | 154 767 | 154 767 | 50 448 CHF | 51 996 CHF | 100,00% | 100,00% |
12/07/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 144 200 | 144 200 | 145 369 | 145 369 | 79 676 CHF | 81 129 CHF | 100,00% | 100,00% |
11/07/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 149 000 | 149 000 | 149 572 | 149 572 | 79 452 CHF | 80 948 CHF | 99,82% | 99,82% |
10/07/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 153 000 | 153 000 | 153 629 | 153 629 | 77 420 CHF | 78 956 CHF | 100,00% | 100,00% |
09/07/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 149 600 | 149 600 | 147 873 | 147 873 | 77 354 CHF | 78 835 CHF | 99,73% | 99,73% |
08/07/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 145 600 | 145 600 | 144 923 | 144 923 | 77 754 CHF | 79 203 CHF | 100,00% | 100,00% |
05/07/2024 | 1,75% | 0,53 CHF | 0,54 CHF | 141 100 | 141 100 | 139 373 | 139 373 | 79 058 CHF | 80 452 CHF | 99,80% | 99,80% |
04/07/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 144 300 | 144 300 | 144 826 | 144 826 | 79 040 CHF | 80 488 CHF | 100,00% | 100,00% |
03/07/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 148 100 | 148 100 | 148 901 | 148 901 | 78 796 CHF | 80 285 CHF | 100,00% | 100,00% |