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 | 8,43% | 0,12 CHF | 0,13 CHF | 271 200 | 271 200 | 270 099 | 270 099 | 30 713 CHF | 33 414 CHF | 100,00% | 100,00% |
15/07/2024 | 9,01% | 0,10 CHF | 0,11 CHF | 290 500 | 290 500 | 296 484 | 296 484 | 31 471 CHF | 34 435 CHF | 100,00% | 100,00% |
12/07/2024 | 9,31% | 0,09 CHF | 0,10 CHF | 269 300 | 269 300 | 272 317 | 272 317 | 28 128 CHF | 30 851 CHF | 100,00% | 100,00% |
11/07/2024 | 10,29% | 0,10 CHF | 0,11 CHF | 327 200 | 327 200 | 327 115 | 327 115 | 30 255 CHF | 33 526 CHF | 99,83% | 99,83% |
10/07/2024 | 12,14% | 0,08 CHF | 0,09 CHF | 345 300 | 345 300 | 340 273 | 340 273 | 26 361 CHF | 29 764 CHF | 100,00% | 100,00% |
09/07/2024 | 12,96% | 0,08 CHF | 0,09 CHF | 394 500 | 394 500 | 384 952 | 384 952 | 27 847 CHF | 31 697 CHF | 99,74% | 99,74% |
08/07/2024 | 14,86% | 0,07 CHF | 0,08 CHF | 366 000 | 366 000 | 364 491 | 364 491 | 22 777 CHF | 26 422 CHF | 100,00% | 100,00% |
05/07/2024 | 13,76% | 0,07 CHF | 0,08 CHF | 345 500 | 345 500 | 344 099 | 344 099 | 23 318 CHF | 26 759 CHF | 99,81% | 99,81% |
04/07/2024 | 11,96% | 0,08 CHF | 0,09 CHF | 312 500 | 312 500 | 316 865 | 316 865 | 24 944 CHF | 28 113 CHF | 100,00% | 100,00% |
03/07/2024 | 10,78% | 0,08 CHF | 0,09 CHF | 228 300 | 228 300 | 233 627 | 233 627 | 20 669 CHF | 23 006 CHF | 100,00% | 100,00% |