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 | 22,22% | 0,04 CHF | 0,05 CHF | 1 419 700 | 1 419 700 | 1 410 620 | 1 410 620 | 56 425 CHF | 70 531 CHF | 100,00% | 100,00% |
15/07/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 333 000 | 1 333 000 | 1 339 870 | 1 339 870 | 60 294 CHF | 73 693 CHF | 100,00% | 100,00% |
12/07/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 444 300 | 1 444 300 | 1 449 600 | 1 449 600 | 65 232 CHF | 79 728 CHF | 100,00% | 100,00% |
11/07/2024 | 21,87% | 0,05 CHF | 0,06 CHF | 1 469 400 | 1 469 400 | 1 476 880 | 1 476 880 | 60 234 CHF | 75 003 CHF | 100,00% | 100,00% |
10/07/2024 | 22,10% | 0,05 CHF | 0,06 CHF | 1 596 800 | 1 596 800 | 1 609 720 | 1 609 720 | 64 991 CHF | 81 089 CHF | 100,00% | 100,00% |
09/07/2024 | 22,51% | 0,04 CHF | 0,05 CHF | 1 228 900 | 1 228 900 | 1 214 340 | 1 214 340 | 47 938 CHF | 60 081 CHF | 100,00% | 100,00% |
08/07/2024 | 16,70% | 0,06 CHF | 0,07 CHF | 1 170 800 | 1 170 800 | 1 159 420 | 1 159 420 | 63 651 CHF | 75 245 CHF | 100,00% | 100,00% |
05/07/2024 | 16,03% | 0,06 CHF | 0,07 CHF | 1 111 000 | 1 111 000 | 1 094 820 | 1 094 820 | 62 954 CHF | 73 903 CHF | 99,82% | 99,82% |
04/07/2024 | 16,40% | 0,06 CHF | 0,07 CHF | 1 170 600 | 1 170 600 | 1 165 750 | 1 165 750 | 65 343 CHF | 77 001 CHF | 99,50% | 99,50% |
03/07/2024 | 16,94% | 0,06 CHF | 0,07 CHF | 1 241 100 | 1 241 100 | 1 251 150 | 1 251 150 | 67 685 CHF | 80 197 CHF | 99,36% | 99,36% |