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 | 4,87% | 0,20 CHF | 0,21 CHF | 515 600 | 515 600 | 511 660 | 511 660 | 102 506 CHF | 107 623 CHF | 100,00% | 100,00% |
15/07/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 458 600 | 458 600 | 464 290 | 464 290 | 97 042 CHF | 101 685 CHF | 99,97% | 99,97% |
12/07/2024 | 4,86% | 0,22 CHF | 0,23 CHF | 488 400 | 488 400 | 522 461 | 522 461 | 104 852 CHF | 110 076 CHF | 100,00% | 100,00% |
11/07/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 528 300 | 528 300 | 524 475 | 524 475 | 105 574 CHF | 110 819 CHF | 100,00% | 100,00% |
10/07/2024 | 4,97% | 0,20 CHF | 0,21 CHF | 546 600 | 546 600 | 544 350 | 544 350 | 106 758 CHF | 112 201 CHF | 99,99% | 99,99% |
09/07/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 512 400 | 512 400 | 510 287 | 510 287 | 101 472 CHF | 106 575 CHF | 100,00% | 100,00% |
08/07/2024 | 4,59% | 0,21 CHF | 0,22 CHF | 508 600 | 508 600 | 471 277 | 471 277 | 100 398 CHF | 105 111 CHF | 100,00% | 100,00% |
05/07/2024 | 4,60% | 0,22 CHF | 0,23 CHF | 497 400 | 497 400 | 504 323 | 504 323 | 107 000 CHF | 112 043 CHF | 99,81% | 99,81% |
04/07/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 554 000 | 554 000 | 551 704 | 551 704 | 104 649 CHF | 110 166 CHF | 99,49% | 99,49% |
03/07/2024 | 5,27% | 0,19 CHF | 0,20 CHF | 582 000 | 582 000 | 579 601 | 579 601 | 107 168 CHF | 112 964 CHF | 100,00% | 100,00% |