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 | 9,68% | 0,05 CHF | 0,05 CHF | 1 040 400 | 1 040 400 | 1 113 620 | 1 113 620 | 54 869 CHF | 60 438 CHF | 100,00% | 100,00% |
15/07/2024 | 10,25% | 0,04 CHF | 0,05 CHF | 1 137 100 | 1 137 100 | 1 140 200 | 1 140 200 | 52 913 CHF | 58 614 CHF | 100,00% | 100,00% |
12/07/2024 | 9,94% | 0,05 CHF | 0,05 CHF | 1 141 100 | 1 141 100 | 1 261 250 | 1 261 250 | 60 517 CHF | 66 823 CHF | 100,00% | 100,00% |
11/07/2024 | 10,15% | 0,05 CHF | 0,05 CHF | 1 297 800 | 1 297 800 | 1 222 050 | 1 222 050 | 57 329 CHF | 63 439 CHF | 71,56% | 71,56% |
10/07/2024 | 9,73% | 0,05 CHF | 0,06 CHF | 1 183 400 | 1 183 400 | 1 176 230 | 1 176 230 | 57 596 CHF | 63 477 CHF | 99,38% | 99,38% |
09/07/2024 | 10,24% | 0,06 CHF | 0,06 CHF | 1 174 100 | 1 174 100 | 1 272 200 | 1 272 200 | 58 986 CHF | 65 347 CHF | 100,00% | 100,00% |
08/07/2024 | 11,33% | 0,05 CHF | 0,05 CHF | 1 302 800 | 1 302 800 | 1 438 540 | 1 438 540 | 59 945 CHF | 67 138 CHF | 100,00% | 100,00% |
05/07/2024 | 11,29% | 0,04 CHF | 0,04 CHF | 1 482 000 | 1 482 000 | 1 373 650 | 1 373 650 | 57 698 CHF | 64 566 CHF | 100,00% | 100,00% |
04/07/2024 | 11,21% | 0,05 CHF | 0,05 CHF | 1 340 400 | 1 340 400 | 1 241 690 | 1 241 690 | 52 461 CHF | 58 670 CHF | 100,00% | 100,00% |
03/07/2024 | 10,13% | 0,05 CHF | 0,05 CHF | 1 210 800 | 1 210 800 | 1 151 490 | 1 151 490 | 54 055 CHF | 59 812 CHF | 100,00% | 100,00% |