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 | 5,50% | 0,19 CHF | 0,20 CHF | 312 300 | 312 300 | 321 500 | 321 500 | 56 854 CHF | 60 069 CHF | 100,00% | 100,00% |
15/07/2024 | 4,50% | 0,21 CHF | 0,22 CHF | 313 400 | 313 400 | 312 110 | 312 110 | 67 971 CHF | 71 093 CHF | 100,00% | 100,00% |
12/07/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 364 300 | 364 300 | 369 311 | 369 311 | 69 980 CHF | 73 673 CHF | 100,00% | 100,00% |
11/07/2024 | 6,21% | 0,17 CHF | 0,18 CHF | 433 700 | 433 700 | 431 910 | 431 910 | 67 528 CHF | 71 847 CHF | 99,83% | 99,83% |
10/07/2024 | 7,00% | 0,15 CHF | 0,16 CHF | 504 700 | 504 700 | 511 946 | 511 946 | 70 628 CHF | 75 747 CHF | 100,00% | 100,00% |
09/07/2024 | 7,28% | 0,13 CHF | 0,14 CHF | 480 100 | 480 100 | 476 086 | 476 086 | 63 102 CHF | 67 863 CHF | 99,74% | 99,74% |
08/07/2024 | 6,58% | 0,14 CHF | 0,15 CHF | 436 900 | 436 900 | 435 455 | 435 455 | 64 047 CHF | 68 402 CHF | 100,00% | 100,00% |
05/07/2024 | 6,40% | 0,14 CHF | 0,16 CHF | 447 600 | 447 600 | 445 751 | 445 751 | 67 494 CHF | 71 951 CHF | 99,81% | 99,81% |
04/07/2024 | 7,25% | 0,14 CHF | 0,15 CHF | 467 200 | 467 200 | 484 880 | 484 880 | 64 463 CHF | 69 312 CHF | 100,00% | 100,00% |
03/07/2024 | 7,20% | 0,14 CHF | 0,14 CHF | 520 000 | 520 000 | 511 303 | 511 303 | 68 496 CHF | 73 609 CHF | 100,00% | 100,00% |