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 | 2,57% | 0,68 CHF | 0,69 CHF | 230 500 | 230 500 | 102 994 | 102 994 | 70 096 CHF | 71 656 CHF | 99,90% | 99,90% |
15/07/2024 | 2,97% | 0,65 CHF | 0,66 CHF | 275 100 | 275 100 | 107 152 | 107 152 | 66 744 CHF | 68 296 CHF | 99,99% | 99,99% |
12/07/2024 | 3,25% | 0,60 CHF | 0,61 CHF | 305 100 | 305 100 | 134 078 | 134 078 | 75 625 CHF | 77 643 CHF | 100,00% | 100,00% |
11/07/2024 | 3,01% | 0,55 CHF | 0,56 CHF | 269 500 | 269 500 | 122 769 | 122 769 | 70 185 CHF | 72 049 CHF | 99,99% | 99,99% |
10/07/2024 | 2,82% | 0,62 CHF | 0,63 CHF | 257 200 | 257 200 | 115 026 | 115 026 | 72 189 CHF | 73 931 CHF | 99,90% | 99,90% |
09/07/2024 | 2,79% | 0,65 CHF | 0,66 CHF | 251 800 | 251 800 | 113 671 | 113 671 | 73 272 CHF | 74 988 CHF | 99,73% | 99,73% |
08/07/2024 | 2,69% | 0,66 CHF | 0,67 CHF | 247 200 | 247 200 | 109 378 | 109 378 | 71 357 CHF | 73 019 CHF | 99,31% | 99,31% |
05/07/2024 | 2,60% | 0,67 CHF | 0,68 CHF | 241 800 | 241 800 | 108 183 | 108 183 | 74 159 CHF | 75 798 CHF | 99,89% | 99,89% |
04/07/2024 | 2,90% | 0,68 CHF | 0,70 CHF | 96 800 | 96 800 | 77 569 | 77 569 | 52 623 CHF | 54 174 CHF | 99,61% | 99,61% |
03/07/2024 | 2,89% | 0,70 CHF | 0,71 CHF | 264 700 | 264 700 | 110 704 | 110 704 | 72 379 CHF | 74 097 CHF | 100,00% | 100,00% |