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 | 5,32% | 0,37 CHF | 0,39 CHF | 26 920 | 26 920 | 26 692 | 26 692 | 9 867 CHF | 10 402 CHF | 99,97% | 99,97% |
15/07/2024 | 3,85% | 0,42 CHF | 0,44 CHF | 26 820 | 26 820 | 26 244 | 26 244 | 13 633 CHF | 14 158 CHF | 100,00% | 100,00% |
12/07/2024 | 3,82% | 0,57 CHF | 0,59 CHF | 26 380 | 26 380 | 26 250 | 26 250 | 13 616 CHF | 14 141 CHF | 100,00% | 100,00% |
11/07/2024 | 4,43% | 0,47 CHF | 0,49 CHF | 26 550 | 26 550 | 26 422 | 26 422 | 11 798 CHF | 12 327 CHF | 99,97% | 99,97% |
10/07/2024 | 5,03% | 0,43 CHF | 0,45 CHF | 26 730 | 26 730 | 26 525 | 26 525 | 10 398 CHF | 10 929 CHF | 100,00% | 100,00% |
09/07/2024 | 4,67% | 0,38 CHF | 0,40 CHF | 26 760 | 26 760 | 26 421 | 26 421 | 11 213 CHF | 11 742 CHF | 99,58% | 99,58% |
08/07/2024 | 4,96% | 0,39 CHF | 0,41 CHF | 26 800 | 26 800 | 26 480 | 26 480 | 10 574 CHF | 11 105 CHF | 100,00% | 100,00% |
05/07/2024 | 4,92% | 0,36 CHF | 0,38 CHF | 26 880 | 26 880 | 26 532 | 26 532 | 10 656 CHF | 11 187 CHF | 99,80% | 99,80% |
04/07/2024 | 4,80% | 0,42 CHF | 0,44 CHF | 26 760 | 26 760 | 26 511 | 26 511 | 10 895 CHF | 11 426 CHF | 100,00% | 100,00% |
03/07/2024 | 5,32% | 0,40 CHF | 0,42 CHF | 26 820 | 26 820 | 26 625 | 26 625 | 9 857 CHF | 10 390 CHF | 100,00% | 100,00% |