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 | 12,52% | 0,08 CHF | 0,09 CHF | 1 442 600 | 1 442 600 | 1 442 290 | 1 442 290 | 108 016 CHF | 122 439 CHF | 100,00% | 100,00% |
15/07/2024 | 13,43% | 0,07 CHF | 0,08 CHF | 1 613 000 | 1 613 000 | 1 608 230 | 1 608 230 | 111 806 CHF | 127 888 CHF | 100,00% | 100,00% |
12/07/2024 | 14,86% | 0,07 CHF | 0,08 CHF | 1 399 000 | 1 399 000 | 1 410 150 | 1 410 150 | 91 201 CHF | 105 353 CHF | 100,00% | 100,00% |
11/07/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 1 323 100 | 1 323 100 | 1 323 100 | 1 323 100 | 92 624 CHF | 105 855 CHF | 99,83% | 99,83% |
10/07/2024 | 12,26% | 0,08 CHF | 0,09 CHF | 1 243 200 | 1 243 200 | 1 250 250 | 1 250 250 | 95 793 CHF | 108 295 CHF | 100,00% | 100,00% |
09/07/2024 | 12,39% | 0,08 CHF | 0,09 CHF | 1 345 800 | 1 345 800 | 1 327 000 | 1 327 000 | 100 488 CHF | 113 758 CHF | 99,73% | 99,73% |
08/07/2024 | 13,36% | 0,08 CHF | 0,09 CHF | 1 522 000 | 1 522 000 | 1 497 510 | 1 497 510 | 104 764 CHF | 119 739 CHF | 100,00% | 100,00% |
05/07/2024 | 14,18% | 0,07 CHF | 0,08 CHF | 1 505 900 | 1 505 900 | 1 508 250 | 1 508 250 | 98 900 CHF | 113 983 CHF | 99,81% | 99,81% |
04/07/2024 | 14,29% | 0,07 CHF | 0,08 CHF | 1 454 300 | 1 454 300 | 1 454 300 | 1 454 300 | 94 530 CHF | 109 072 CHF | 100,00% | 100,00% |
03/07/2024 | 14,21% | 0,07 CHF | 0,08 CHF | 1 402 000 | 1 402 000 | 1 402 110 | 1 402 110 | 91 665 CHF | 105 686 CHF | 100,00% | 100,00% |