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 | 2,38% | 0,41 CHF | 0,42 CHF | 352 300 | 352 300 | 355 716 | 355 716 | 147 655 CHF | 151 213 CHF | 99,36% | 99,36% |
15/07/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 358 200 | 358 200 | 355 314 | 355 314 | 142 469 CHF | 146 022 CHF | 100,00% | 100,00% |
12/07/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 353 600 | 353 600 | 342 782 | 342 782 | 139 291 CHF | 142 719 CHF | 100,00% | 100,00% |
11/07/2024 | 2,37% | 0,39 CHF | 0,40 CHF | 335 600 | 335 600 | 335 540 | 335 534 | 140 427 CHF | 143 780 CHF | 99,99% | 99,99% |
10/07/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 335 500 | 335 500 | 335 918 | 335 918 | 145 067 CHF | 148 426 CHF | 100,00% | 100,00% |
09/07/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 336 200 | 336 200 | 343 894 | 343 894 | 148 210 CHF | 151 653 CHF | 100,00% | 100,00% |
08/07/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 349 700 | 349 700 | 338 406 | 338 406 | 138 593 CHF | 141 977 CHF | 100,00% | 100,00% |
05/07/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 331 100 | 331 100 | 328 938 | 328 938 | 142 490 CHF | 145 780 CHF | 100,00% | 100,00% |
04/07/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 327 500 | 327 500 | 313 429 | 313 429 | 142 023 CHF | 145 158 CHF | 100,00% | 100,00% |
03/07/2024 | 2,08% | 0,45 CHF | 0,46 CHF | 304 000 | 304 000 | 302 027 | 302 027 | 143 810 CHF | 146 830 CHF | 100,00% | 100,00% |