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 | 5,54% | 0,18 CHF | 0,19 CHF | 773 800 | 773 800 | 767 606 | 767 606 | 134 822 CHF | 142 498 CHF | 100,00% | 100,00% |
15/07/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 661 800 | 661 800 | 660 003 | 660 003 | 123 765 CHF | 130 365 CHF | 100,00% | 100,00% |
12/07/2024 | 5,52% | 0,21 CHF | 0,22 CHF | 793 600 | 793 600 | 802 131 | 802 131 | 141 620 CHF | 149 642 CHF | 100,00% | 100,00% |
11/07/2024 | 6,33% | 0,17 CHF | 0,18 CHF | 902 300 | 902 300 | 898 176 | 898 176 | 137 423 CHF | 146 404 CHF | 100,00% | 100,00% |
10/07/2024 | 7,04% | 0,15 CHF | 0,16 CHF | 1 013 300 | 1 013 300 | 1 023 090 | 1 023 090 | 140 363 CHF | 150 594 CHF | 100,00% | 100,00% |
09/07/2024 | 6,97% | 0,13 CHF | 0,14 CHF | 882 200 | 882 200 | 860 343 | 860 343 | 119 868 CHF | 128 481 CHF | 99,73% | 99,73% |
08/07/2024 | 6,00% | 0,16 CHF | 0,17 CHF | 852 000 | 852 000 | 848 462 | 848 462 | 137 222 CHF | 145 707 CHF | 99,31% | 99,31% |
05/07/2024 | 5,66% | 0,16 CHF | 0,17 CHF | 843 800 | 843 800 | 829 013 | 829 013 | 142 579 CHF | 150 869 CHF | 100,00% | 100,00% |
04/07/2024 | 6,18% | 0,16 CHF | 0,17 CHF | 862 500 | 862 500 | 858 928 | 858 928 | 134 709 CHF | 143 298 CHF | 99,57% | 99,57% |
03/07/2024 | 6,49% | 0,16 CHF | 0,17 CHF | 927 300 | 927 300 | 929 416 | 929 416 | 138 687 CHF | 147 981 CHF | 100,00% | 100,00% |