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 | 5,52% | 0,18 CHF | 0,19 CHF | 441 600 | 441 600 | 443 163 | 443 163 | 78 110 CHF | 82 542 CHF | 100,00% | 100,00% |
15/07/2024 | 5,71% | 0,18 CHF | 0,19 CHF | 439 800 | 439 800 | 437 299 | 437 299 | 74 435 CHF | 78 808 CHF | 99,99% | 99,99% |
12/07/2024 | 5,59% | 0,17 CHF | 0,18 CHF | 443 300 | 443 300 | 443 841 | 443 841 | 77 241 CHF | 81 679 CHF | 100,00% | 100,00% |
11/07/2024 | 5,73% | 0,17 CHF | 0,18 CHF | 448 500 | 448 500 | 448 192 | 448 192 | 75 922 CHF | 80 404 CHF | 100,00% | 100,00% |
10/07/2024 | 5,59% | 0,17 CHF | 0,18 CHF | 415 200 | 415 200 | 416 793 | 416 793 | 72 444 CHF | 76 612 CHF | 100,00% | 100,00% |
09/07/2024 | 5,49% | 0,18 CHF | 0,19 CHF | 418 700 | 418 700 | 417 011 | 417 011 | 74 072 CHF | 78 247 CHF | 100,00% | 100,00% |
08/07/2024 | 5,48% | 0,18 CHF | 0,19 CHF | 389 600 | 389 600 | 387 977 | 387 977 | 68 920 CHF | 72 799 CHF | 100,00% | 100,00% |
05/07/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 395 500 | 395 500 | 393 779 | 393 779 | 74 486 CHF | 78 424 CHF | 100,00% | 100,00% |
04/07/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 373 500 | 373 500 | 373 960 | 373 960 | 71 064 CHF | 74 803 CHF | 100,00% | 100,00% |
03/07/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 399 900 | 399 900 | 400 514 | 400 514 | 80 564 CHF | 84 569 CHF | 100,00% | 100,00% |