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 | 3,62% | 0,27 CHF | 0,28 CHF | 354 000 | 354 000 | 354 000 | 354 000 | 96 133 CHF | 99 673 CHF | 100,00% | 100,00% |
15/07/2024 | 3,13% | 0,29 CHF | 0,30 CHF | 309 300 | 309 300 | 307 059 | 307 059 | 96 686 CHF | 99 757 CHF | 100,00% | 100,00% |
12/07/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 327 900 | 327 900 | 331 238 | 331 238 | 104 008 CHF | 107 320 CHF | 100,00% | 100,00% |
11/07/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 340 900 | 340 900 | 341 109 | 341 109 | 100 649 CHF | 104 060 CHF | 99,83% | 99,83% |
10/07/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 359 700 | 359 700 | 364 061 | 364 061 | 102 232 CHF | 105 873 CHF | 100,00% | 100,00% |
09/07/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 356 300 | 356 300 | 353 276 | 353 276 | 102 486 CHF | 106 023 CHF | 99,74% | 99,74% |
08/07/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 363 400 | 363 400 | 362 246 | 362 246 | 102 849 CHF | 106 471 CHF | 100,00% | 100,00% |
05/07/2024 | 3,46% | 0,27 CHF | 0,28 CHF | 352 300 | 352 300 | 351 832 | 351 832 | 99 886 CHF | 103 404 CHF | 99,81% | 99,81% |
04/07/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 362 800 | 362 800 | 361 482 | 361 482 | 103 332 CHF | 106 947 CHF | 100,00% | 100,00% |
03/07/2024 | 3,55% | 0,28 CHF | 0,29 CHF | 363 800 | 363 800 | 363 800 | 363 800 | 100 566 CHF | 104 204 CHF | 100,00% | 100,00% |