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 | 1,96% | 0,48 CHF | 0,49 CHF | 494 400 | 494 400 | 213 528 | 213 528 | 108 436 CHF | 110 576 CHF | 99,89% | 99,89% |
15/07/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 463 800 | 463 800 | 202 698 | 202 698 | 114 268 CHF | 116 298 CHF | 99,96% | 99,96% |
12/07/2024 | 1,84% | 0,60 CHF | 0,61 CHF | 453 500 | 453 500 | 202 003 | 202 003 | 112 885 CHF | 114 908 CHF | 100,00% | 100,00% |
11/07/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 445 400 | 445 400 | 193 257 | 193 257 | 110 333 CHF | 112 277 CHF | 99,99% | 99,99% |
10/07/2024 | 1,93% | 0,56 CHF | 0,57 CHF | 495 000 | 495 000 | 218 050 | 218 050 | 118 312 CHF | 120 499 CHF | 100,00% | 100,00% |
09/07/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 497 200 | 497 200 | 215 129 | 215 129 | 110 797 CHF | 112 954 CHF | 99,74% | 99,74% |
08/07/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 561 900 | 561 900 | 244 713 | 244 713 | 116 942 CHF | 119 393 CHF | 100,00% | 100,00% |
05/07/2024 | 2,51% | 0,45 CHF | 0,46 CHF | 649 800 | 649 800 | 291 317 | 291 317 | 119 657 CHF | 122 580 CHF | 99,38% | 99,38% |
04/07/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 238 000 | 238 000 | 202 162 | 202 162 | 78 557 CHF | 80 578 CHF | 97,59% | 97,59% |
03/07/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 674 400 | 674 400 | 293 187 | 293 187 | 112 312 CHF | 115 248 CHF | 99,12% | 99,12% |