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 | 3,69% | 0,27 CHF | 0,28 CHF | 247 000 | 247 000 | 242 472 | 242 472 | 64 871 CHF | 67 304 CHF | 100,00% | 100,00% |
16/07/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 222 000 | 222 000 | 221 093 | 221 093 | 62 259 CHF | 64 470 CHF | 99,99% | 99,99% |
15/07/2024 | 3,15% | 0,32 CHF | 0,33 CHF | 211 900 | 211 900 | 211 741 | 211 741 | 66 157 CHF | 68 274 CHF | 100,00% | 100,00% |
12/07/2024 | 3,15% | 0,33 CHF | 0,34 CHF | 230 800 | 230 800 | 232 039 | 232 039 | 72 570 CHF | 74 891 CHF | 100,00% | 100,00% |
11/07/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 249 400 | 249 400 | 248 373 | 248 373 | 72 405 CHF | 74 888 CHF | 99,98% | 99,98% |
10/07/2024 | 3,75% | 0,28 CHF | 0,29 CHF | 243 400 | 243 400 | 245 239 | 245 239 | 64 345 CHF | 66 797 CHF | 100,00% | 100,00% |
09/07/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 240 000 | 240 000 | 239 379 | 239 379 | 66 782 CHF | 69 176 CHF | 100,00% | 100,00% |
08/07/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 238 600 | 238 600 | 237 616 | 237 616 | 68 504 CHF | 70 880 CHF | 100,00% | 100,00% |
05/07/2024 | 3,19% | 0,29 CHF | 0,30 CHF | 226 700 | 226 700 | 225 344 | 225 344 | 69 507 CHF | 71 761 CHF | 99,81% | 99,81% |
04/07/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 242 700 | 242 700 | 241 531 | 241 531 | 73 262 CHF | 75 677 CHF | 99,49% | 99,49% |