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 | 29,12% | 0,03 CHF | 0,04 CHF | 758 600 | 758 600 | 755 519 | 755 519 | 22 232 CHF | 29 787 CHF | 100,00% | 100,00% |
15/07/2024 | 28,01% | 0,04 CHF | 0,05 CHF | 678 500 | 678 500 | 692 404 | 692 404 | 21 312 CHF | 28 236 CHF | 100,00% | 100,00% |
12/07/2024 | 26,83% | 0,04 CHF | 0,05 CHF | 716 900 | 716 900 | 724 940 | 724 940 | 23 544 CHF | 30 793 CHF | 100,00% | 100,00% |
11/07/2024 | 23,88% | 0,04 CHF | 0,05 CHF | 596 800 | 596 800 | 596 651 | 596 651 | 22 097 CHF | 28 063 CHF | 99,83% | 99,83% |
10/07/2024 | 20,47% | 0,04 CHF | 0,05 CHF | 570 900 | 570 900 | 562 551 | 562 551 | 24 706 CHF | 30 331 CHF | 100,00% | 100,00% |
09/07/2024 | 19,19% | 0,05 CHF | 0,06 CHF | 507 500 | 507 500 | 495 151 | 495 151 | 23 377 CHF | 28 329 CHF | 99,73% | 99,73% |
08/07/2024 | 17,09% | 0,05 CHF | 0,06 CHF | 510 000 | 510 000 | 507 897 | 507 897 | 27 214 CHF | 32 293 CHF | 100,00% | 100,00% |
05/07/2024 | 18,30% | 0,05 CHF | 0,06 CHF | 532 100 | 532 100 | 529 939 | 529 939 | 26 331 CHF | 31 631 CHF | 99,81% | 99,81% |
04/07/2024 | 20,01% | 0,05 CHF | 0,06 CHF | 571 400 | 571 400 | 579 369 | 579 369 | 26 063 CHF | 31 857 CHF | 100,00% | 100,00% |
03/07/2024 | 21,96% | 0,05 CHF | 0,06 CHF | 691 000 | 691 000 | 707 144 | 707 144 | 28 774 CHF | 35 845 CHF | 100,00% | 100,00% |