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 | 3,30% | 0,31 CHF | 0,32 CHF | 388 100 | 388 100 | 378 785 | 378 785 | 112 885 CHF | 116 674 CHF | 100,00% | 100,00% |
15/07/2024 | 3,22% | 0,32 CHF | 0,33 CHF | 376 000 | 376 000 | 375 612 | 375 612 | 114 682 CHF | 118 438 CHF | 100,00% | 100,00% |
12/07/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 375 500 | 375 500 | 362 233 | 362 233 | 109 158 CHF | 112 780 CHF | 100,00% | 100,00% |
11/07/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 358 200 | 358 200 | 365 152 | 365 152 | 112 232 CHF | 115 883 CHF | 71,56% | 71,56% |
10/07/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 368 700 | 368 700 | 369 394 | 369 394 | 111 380 CHF | 115 074 CHF | 99,38% | 99,38% |
09/07/2024 | 3,19% | 0,29 CHF | 0,30 CHF | 369 600 | 369 600 | 359 310 | 359 310 | 110 741 CHF | 114 334 CHF | 100,00% | 100,00% |
08/07/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 356 100 | 356 100 | 343 602 | 343 602 | 111 918 CHF | 115 354 CHF | 100,00% | 100,00% |
05/07/2024 | 2,98% | 0,35 CHF | 0,36 CHF | 339 600 | 339 600 | 347 864 | 347 864 | 115 189 CHF | 118 668 CHF | 100,00% | 100,00% |
04/07/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 350 400 | 350 400 | 359 007 | 359 007 | 117 891 CHF | 121 481 CHF | 100,00% | 100,00% |
03/07/2024 | 3,12% | 0,32 CHF | 0,33 CHF | 361 700 | 361 700 | 367 576 | 367 576 | 115 840 CHF | 119 516 CHF | 99,99% | 99,99% |