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 | 3,96% | 0,25 CHF | 0,26 CHF | 165 100 | 165 100 | 164 386 | 164 386 | 40 669 CHF | 42 313 CHF | 99,99% | 99,99% |
15/07/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 326 200 | 326 200 | 327 369 | 327 369 | 84 787 CHF | 88 061 CHF | 100,00% | 100,00% |
12/07/2024 | 6,71% | 0,14 CHF | 0,14 CHF | 256 700 | 256 700 | 258 817 | 258 817 | 37 324 CHF | 39 913 CHF | 100,00% | 100,00% |
11/07/2024 | 6,26% | 0,16 CHF | 0,17 CHF | 243 700 | 243 700 | 244 654 | 244 654 | 37 900 CHF | 40 347 CHF | 99,82% | 99,82% |
10/07/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 236 000 | 236 000 | 236 952 | 236 952 | 41 219 CHF | 43 588 CHF | 100,00% | 100,00% |
09/07/2024 | 6,03% | 0,18 CHF | 0,19 CHF | 257 800 | 257 800 | 254 827 | 254 827 | 41 215 CHF | 43 766 CHF | 99,74% | 99,74% |
08/07/2024 | 6,31% | 0,16 CHF | 0,17 CHF | 265 200 | 265 200 | 263 990 | 263 990 | 40 550 CHF | 43 190 CHF | 100,00% | 100,00% |
05/07/2024 | 7,09% | 0,16 CHF | 0,17 CHF | 283 300 | 283 300 | 279 738 | 279 738 | 38 191 CHF | 40 988 CHF | 99,81% | 99,81% |
04/07/2024 | 6,50% | 0,14 CHF | 0,16 CHF | 256 700 | 256 700 | 257 635 | 257 635 | 38 365 CHF | 40 941 CHF | 100,00% | 100,00% |
03/07/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 242 800 | 242 800 | 244 034 | 244 034 | 38 789 CHF | 41 229 CHF | 100,00% | 100,00% |