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 | 3,65% | 0,25 CHF | 0,26 CHF | 1 939 300 | 1 939 300 | 1 920 230 | 1 920 230 | 517 403 CHF | 536 611 CHF | 99,53% | 99,53% |
15/07/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 1 901 300 | 1 901 300 | 1 900 080 | 1 900 080 | 512 884 CHF | 531 885 CHF | 100,00% | 100,00% |
12/07/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 1 898 800 | 1 898 800 | 1 945 320 | 1 945 320 | 525 354 CHF | 544 807 CHF | 100,00% | 100,00% |
11/07/2024 | 3,22% | 0,24 CHF | 0,25 CHF | 1 991 300 | 1 991 300 | 1 979 460 | 1 979 460 | 507 133 CHF | 523 848 CHF | 99,99% | 99,99% |
10/07/2024 | 3,75% | 0,27 CHF | 0,28 CHF | 1 966 900 | 1 966 900 | 1 985 980 | 1 985 980 | 519 939 CHF | 539 799 CHF | 100,00% | 100,00% |
09/07/2024 | 3,75% | 0,27 CHF | 0,28 CHF | 2 006 300 | 2 006 300 | 1 996 230 | 1 996 230 | 522 592 CHF | 542 555 CHF | 100,00% | 100,00% |
08/07/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 1 986 600 | 1 986 600 | 1 924 630 | 1 924 630 | 500 473 CHF | 519 719 CHF | 100,00% | 100,00% |
05/07/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 1 859 100 | 1 859 100 | 1 823 600 | 1 823 600 | 501 956 CHF | 520 192 CHF | 100,00% | 100,00% |
04/07/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 1 785 900 | 1 785 900 | 1 757 150 | 1 757 150 | 503 746 CHF | 521 318 CHF | 100,00% | 100,00% |
03/07/2024 | 3,38% | 0,28 CHF | 0,29 CHF | 1 726 700 | 1 726 700 | 1 610 100 | 1 610 100 | 468 283 CHF | 484 384 CHF | 100,00% | 100,00% |