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 | 8,38% | 0,11 CHF | 0,12 CHF | 1 127 900 | 1 127 900 | 1 127 900 | 1 127 900 | 128 918 CHF | 140 197 CHF | 100,00% | 100,00% |
15/07/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 1 148 300 | 1 148 300 | 1 148 300 | 1 148 300 | 126 205 CHF | 137 688 CHF | 100,00% | 100,00% |
12/07/2024 | 8,67% | 0,11 CHF | 0,12 CHF | 1 093 100 | 1 093 100 | 1 093 100 | 1 093 100 | 120 671 CHF | 131 602 CHF | 100,00% | 100,00% |
11/07/2024 | 8,34% | 0,12 CHF | 0,13 CHF | 1 055 800 | 1 055 800 | 1 055 800 | 1 055 800 | 121 336 CHF | 131 894 CHF | 100,00% | 100,00% |
10/07/2024 | 7,95% | 0,12 CHF | 0,13 CHF | 971 500 | 971 500 | 971 500 | 971 500 | 117 339 CHF | 127 054 CHF | 100,00% | 100,00% |
09/07/2024 | 7,69% | 0,13 CHF | 0,14 CHF | 1 007 500 | 1 007 500 | 1 012 800 | 1 012 800 | 126 977 CHF | 137 116 CHF | 100,00% | 100,00% |
08/07/2024 | 7,97% | 0,12 CHF | 0,13 CHF | 991 100 | 991 100 | 991 857 | 991 857 | 119 593 CHF | 129 511 CHF | 100,00% | 100,00% |
05/07/2024 | 7,94% | 0,13 CHF | 0,14 CHF | 1 009 400 | 1 009 400 | 1 009 400 | 1 009 400 | 122 117 CHF | 132 211 CHF | 100,00% | 100,00% |
04/07/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 1 005 800 | 1 005 800 | 1 005 800 | 1 005 800 | 120 696 CHF | 130 754 CHF | 100,00% | 100,00% |
03/07/2024 | 7,72% | 0,12 CHF | 0,13 CHF | 946 900 | 946 900 | 950 120 | 950 120 | 118 410 CHF | 127 911 CHF | 99,98% | 99,98% |