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 | 10,80% | 0,09 CHF | 0,10 CHF | 1 733 100 | 1 733 100 | 820 446 | 820 446 | 72 524 CHF | 80 741 CHF | 99,90% | 99,90% |
15/07/2024 | 10,57% | 0,10 CHF | 0,11 CHF | 1 639 600 | 1 639 600 | 804 408 | 804 408 | 73 547 CHF | 81 603 CHF | 99,06% | 99,06% |
12/07/2024 | 11,69% | 0,09 CHF | 0,10 CHF | 1 780 000 | 1 780 000 | 903 744 | 903 744 | 75 972 CHF | 85 029 CHF | 100,00% | 100,00% |
11/07/2024 | 10,47% | 0,09 CHF | 0,10 CHF | 1 642 800 | 1 642 800 | 770 227 | 770 227 | 70 918 CHF | 78 673 CHF | 100,00% | 100,00% |
10/07/2024 | 10,46% | 0,10 CHF | 0,11 CHF | 1 597 500 | 1 597 500 | 780 768 | 780 768 | 72 393 CHF | 80 231 CHF | 100,00% | 100,00% |
09/07/2024 | 10,13% | 0,09 CHF | 0,10 CHF | 1 768 200 | 1 768 200 | 839 827 | 839 827 | 78 206 CHF | 86 617 CHF | 98,82% | 98,82% |
08/07/2024 | 12,54% | 0,08 CHF | 0,09 CHF | 2 073 100 | 2 073 100 | 1 008 760 | 1 008 760 | 80 080 CHF | 90 290 CHF | 100,00% | 100,00% |
05/07/2024 | 14,51% | 0,07 CHF | 0,08 CHF | 2 335 700 | 2 335 700 | 1 141 760 | 1 141 760 | 74 518 CHF | 85 953 CHF | 98,97% | 98,97% |
04/07/2024 | 14,29% | 0,07 CHF | 0,08 CHF | 817 500 | 817 500 | 817 500 | 817 500 | 53 138 CHF | 61 313 CHF | 99,44% | 99,44% |
03/07/2024 | 14,91% | 0,07 CHF | 0,08 CHF | 2 370 400 | 2 370 400 | 1 160 600 | 1 160 600 | 72 475 CHF | 84 098 CHF | 99,64% | 99,64% |