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 | 6,46% | 0,30 CHF | 0,32 CHF | 26 920 | 26 920 | 26 685 | 26 685 | 8 075 CHF | 8 609 CHF | 100,00% | 100,00% |
15/07/2024 | 4,42% | 0,35 CHF | 0,37 CHF | 26 820 | 26 820 | 26 246 | 26 246 | 11 848 CHF | 12 374 CHF | 100,00% | 100,00% |
12/07/2024 | 4,38% | 0,50 CHF | 0,52 CHF | 26 380 | 26 380 | 26 251 | 26 251 | 11 853 CHF | 12 379 CHF | 100,00% | 100,00% |
11/07/2024 | 5,22% | 0,40 CHF | 0,42 CHF | 26 560 | 26 560 | 26 422 | 26 422 | 9 984 CHF | 10 513 CHF | 99,78% | 99,78% |
10/07/2024 | 6,03% | 0,36 CHF | 0,38 CHF | 26 740 | 26 740 | 26 525 | 26 525 | 8 616 CHF | 9 147 CHF | 100,00% | 100,00% |
09/07/2024 | 5,54% | 0,31 CHF | 0,33 CHF | 26 770 | 26 770 | 26 419 | 26 419 | 9 425 CHF | 9 954 CHF | 99,20% | 99,20% |
08/07/2024 | 5,95% | 0,32 CHF | 0,34 CHF | 26 800 | 26 800 | 26 480 | 26 480 | 8 780 CHF | 9 311 CHF | 100,00% | 100,00% |
05/07/2024 | 5,90% | 0,29 CHF | 0,31 CHF | 26 880 | 26 880 | 26 533 | 26 533 | 8 853 CHF | 9 384 CHF | 99,91% | 99,91% |
04/07/2024 | 5,74% | 0,35 CHF | 0,37 CHF | 26 770 | 26 770 | 26 511 | 26 511 | 9 083 CHF | 9 613 CHF | 100,00% | 100,00% |
03/07/2024 | 6,49% | 0,33 CHF | 0,35 CHF | 26 820 | 26 820 | 26 626 | 26 626 | 8 047 CHF | 8 580 CHF | 100,00% | 100,00% |