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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 12,42% | 0,08 CHF | 0,09 CHF | 875 500 | 875 500 | 859 694 | 859 694 | 65 333 CHF | 73 955 CHF | 100,00% | 100,00% |
16/07/2024 | 12,62% | 0,08 CHF | 0,09 CHF | 948 600 | 948 600 | 944 723 | 944 723 | 70 167 CHF | 79 614 CHF | 100,00% | 100,00% |
15/07/2024 | 14,01% | 0,07 CHF | 0,08 CHF | 958 000 | 958 000 | 957 289 | 957 289 | 63 615 CHF | 73 188 CHF | 100,00% | 100,00% |
12/07/2024 | 13,62% | 0,07 CHF | 0,08 CHF | 847 500 | 847 500 | 852 099 | 852 099 | 58 389 CHF | 66 910 CHF | 100,00% | 100,00% |
11/07/2024 | 12,91% | 0,07 CHF | 0,08 CHF | 800 800 | 800 800 | 797 503 | 797 503 | 57 860 CHF | 65 835 CHF | 100,00% | 100,00% |
10/07/2024 | 11,71% | 0,08 CHF | 0,09 CHF | 825 200 | 825 200 | 831 387 | 831 387 | 67 047 CHF | 75 361 CHF | 100,00% | 100,00% |
09/07/2024 | 12,38% | 0,08 CHF | 0,09 CHF | 839 800 | 839 800 | 837 619 | 837 619 | 63 534 CHF | 71 910 CHF | 100,00% | 100,00% |
08/07/2024 | 12,81% | 0,08 CHF | 0,09 CHF | 845 200 | 845 200 | 841 714 | 841 714 | 61 599 CHF | 70 016 CHF | 99,99% | 99,99% |
05/07/2024 | 13,47% | 0,08 CHF | 0,09 CHF | 899 300 | 899 300 | 893 916 | 893 916 | 62 041 CHF | 70 980 CHF | 99,82% | 99,82% |
04/07/2024 | 13,36% | 0,07 CHF | 0,08 CHF | 817 300 | 817 300 | 813 354 | 813 354 | 56 847 CHF | 64 980 CHF | 99,50% | 99,50% |