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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 108 600 | 108 600 | 108 011 | 108 011 | 25 125 CHF | 26 209 CHF | 100,00% | 100,00% |
16/07/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 118 800 | 118 800 | 118 314 | 118 314 | 28 135 CHF | 29 318 CHF | 100,00% | 100,00% |
15/07/2024 | 4,51% | 0,21 CHF | 0,22 CHF | 120 100 | 120 100 | 124 129 | 124 129 | 26 937 CHF | 28 178 CHF | 100,00% | 100,00% |
12/07/2024 | 4,86% | 0,20 CHF | 0,21 CHF | 120 700 | 120 700 | 120 202 | 120 202 | 24 125 CHF | 25 327 CHF | 100,00% | 100,00% |
11/07/2024 | 4,60% | 0,21 CHF | 0,22 CHF | 115 300 | 115 300 | 118 233 | 118 233 | 25 148 CHF | 26 331 CHF | 100,00% | 100,00% |
10/07/2024 | 4,63% | 0,21 CHF | 0,22 CHF | 117 500 | 117 500 | 115 085 | 115 085 | 24 286 CHF | 25 437 CHF | 100,00% | 100,00% |
09/07/2024 | 4,65% | 0,22 CHF | 0,23 CHF | 131 800 | 131 800 | 129 807 | 129 807 | 27 292 CHF | 28 590 CHF | 100,00% | 100,00% |
08/07/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 138 100 | 138 100 | 137 530 | 137 530 | 27 476 CHF | 28 851 CHF | 100,00% | 100,00% |
05/07/2024 | 5,57% | 0,19 CHF | 0,20 CHF | 147 700 | 147 700 | 142 552 | 142 552 | 24 909 CHF | 26 335 CHF | 99,81% | 99,81% |
04/07/2024 | 5,56% | 0,18 CHF | 0,19 CHF | 143 900 | 143 900 | 143 517 | 143 517 | 25 120 CHF | 26 555 CHF | 99,50% | 99,50% |