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 | 3,47% | 0,29 CHF | 0,30 CHF | 266 000 | 266 000 | 266 143 | 266 143 | 75 429 CHF | 78 091 CHF | 100,00% | 100,00% |
15/07/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 184 900 | 184 900 | 185 116 | 185 116 | 53 765 CHF | 55 616 CHF | 100,00% | 100,00% |
12/07/2024 | 2,58% | 0,41 CHF | 0,42 CHF | 194 200 | 194 200 | 194 200 | 194 200 | 74 458 CHF | 76 400 CHF | 100,00% | 100,00% |
11/07/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 213 400 | 213 400 | 214 628 | 214 628 | 78 732 CHF | 80 879 CHF | 99,83% | 99,83% |
10/07/2024 | 3,16% | 0,33 CHF | 0,34 CHF | 233 200 | 233 200 | 233 200 | 233 200 | 72 726 CHF | 75 058 CHF | 100,00% | 100,00% |
09/07/2024 | 3,04% | 0,30 CHF | 0,31 CHF | 231 300 | 231 300 | 231 044 | 231 044 | 75 001 CHF | 77 314 CHF | 99,73% | 99,73% |
08/07/2024 | 3,02% | 0,31 CHF | 0,32 CHF | 212 900 | 212 900 | 212 900 | 212 900 | 69 426 CHF | 71 555 CHF | 99,99% | 99,99% |
05/07/2024 | 2,72% | 0,34 CHF | 0,35 CHF | 204 800 | 204 800 | 200 804 | 200 804 | 72 826 CHF | 74 834 CHF | 99,81% | 99,81% |
04/07/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 201 200 | 201 200 | 199 294 | 199 294 | 72 083 CHF | 74 076 CHF | 100,00% | 100,00% |
03/07/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 199 100 | 199 100 | 194 964 | 194 964 | 72 677 CHF | 74 627 CHF | 100,00% | 100,00% |