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 | 2,77% | 0,35 CHF | 0,36 CHF | 887 000 | 887 000 | 883 153 | 883 153 | 317 505 CHF | 326 345 CHF | 100,00% | 100,00% |
15/07/2024 | 3,02% | 0,35 CHF | 0,36 CHF | 943 000 | 943 000 | 927 143 | 927 143 | 305 816 CHF | 315 098 CHF | 100,00% | 100,00% |
12/07/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 861 000 | 861 000 | 855 686 | 855 686 | 289 857 CHF | 298 423 CHF | 100,00% | 100,00% |
11/07/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 799 000 | 799 000 | 793 449 | 793 449 | 282 004 CHF | 289 947 CHF | 97,40% | 97,40% |
10/07/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 740 000 | 740 000 | 736 066 | 736 066 | 294 620 CHF | 301 989 CHF | 100,00% | 100,00% |
09/07/2024 | 2,53% | 0,41 CHF | 0,42 CHF | 751 000 | 751 000 | 742 424 | 742 424 | 293 099 CHF | 300 531 CHF | 99,76% | 99,76% |
08/07/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 727 000 | 727 000 | 718 901 | 718 901 | 291 428 CHF | 298 625 CHF | 99,99% | 99,99% |
05/07/2024 | 2,48% | 0,42 CHF | 0,43 CHF | 764 000 | 764 000 | 753 087 | 753 087 | 302 981 CHF | 310 520 CHF | 100,00% | 100,00% |
04/07/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 732 000 | 732 000 | 725 936 | 725 936 | 295 605 CHF | 302 872 CHF | 100,00% | 100,00% |
03/07/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 731 000 | 731 000 | 723 171 | 723 171 | 300 266 CHF | 307 506 CHF | 100,00% | 100,00% |