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 | 4,29% | 0,23 CHF | 0,24 CHF | 209 800 | 209 800 | 208 948 | 208 948 | 47 700 CHF | 49 789 CHF | 100,00% | 100,00% |
15/07/2024 | 4,14% | 0,25 CHF | 0,26 CHF | 197 000 | 197 000 | 201 033 | 201 033 | 47 599 CHF | 49 610 CHF | 100,00% | 100,00% |
12/07/2024 | 4,07% | 0,26 CHF | 0,27 CHF | 201 800 | 201 800 | 204 025 | 204 025 | 49 203 CHF | 51 243 CHF | 100,00% | 100,00% |
11/07/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 187 300 | 187 300 | 187 249 | 187 249 | 47 699 CHF | 49 571 CHF | 99,83% | 99,83% |
10/07/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 183 800 | 183 800 | 181 129 | 181 129 | 50 345 CHF | 52 156 CHF | 100,00% | 100,00% |
09/07/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 175 100 | 175 100 | 170 841 | 170 841 | 49 327 CHF | 51 035 CHF | 99,73% | 99,73% |
08/07/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 172 600 | 172 600 | 171 888 | 171 888 | 52 828 CHF | 54 547 CHF | 100,00% | 100,00% |
05/07/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 175 800 | 175 800 | 175 087 | 175 087 | 52 141 CHF | 53 891 CHF | 99,81% | 99,81% |
04/07/2024 | 3,51% | 0,29 CHF | 0,30 CHF | 181 300 | 181 300 | 183 810 | 183 810 | 51 519 CHF | 53 358 CHF | 100,00% | 100,00% |
03/07/2024 | 3,67% | 0,28 CHF | 0,29 CHF | 197 600 | 197 600 | 202 213 | 202 213 | 54 177 CHF | 56 199 CHF | 100,00% | 100,00% |