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 | 1,52% | 0,65 CHF | 0,66 CHF | 162 600 | 162 600 | 162 600 | 162 600 | 106 093 CHF | 107 719 CHF | 100,00% | 100,00% |
15/07/2024 | 1,72% | 0,62 CHF | 0,63 CHF | 184 300 | 184 300 | 182 978 | 182 978 | 105 365 CHF | 107 195 CHF | 100,00% | 100,00% |
12/07/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 164 700 | 164 700 | 166 410 | 166 410 | 96 670 CHF | 98 334 CHF | 100,00% | 100,00% |
11/07/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 161 000 | 161 000 | 161 105 | 161 105 | 99 963 CHF | 101 574 CHF | 99,83% | 99,83% |
10/07/2024 | 1,52% | 0,63 CHF | 0,64 CHF | 149 600 | 149 600 | 151 483 | 151 483 | 98 664 CHF | 100 179 CHF | 100,00% | 100,00% |
09/07/2024 | 1,57% | 0,66 CHF | 0,67 CHF | 155 600 | 155 600 | 154 292 | 154 292 | 97 760 CHF | 99 304 CHF | 99,73% | 99,73% |
08/07/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 151 500 | 151 500 | 151 002 | 151 002 | 97 887 CHF | 99 397 CHF | 100,00% | 100,00% |
05/07/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 157 400 | 157 400 | 157 182 | 157 182 | 102 173 CHF | 103 745 CHF | 99,81% | 99,81% |
04/07/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 151 300 | 151 300 | 150 744 | 150 744 | 97 347 CHF | 98 854 CHF | 100,00% | 100,00% |
03/07/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 150 700 | 150 700 | 150 700 | 150 700 | 101 007 CHF | 102 514 CHF | 100,00% | 100,00% |