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 | 2,37% | 0,39 CHF | 0,40 CHF | 126 100 | 126 100 | 134 956 | 134 956 | 56 292 CHF | 57 642 CHF | 99,99% | 99,99% |
15/07/2024 | 2,49% | 0,34 CHF | 0,35 CHF | 137 800 | 137 800 | 138 188 | 138 188 | 54 854 CHF | 56 236 CHF | 100,00% | 100,00% |
12/07/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 138 300 | 138 300 | 152 869 | 152 869 | 62 196 CHF | 63 724 CHF | 100,00% | 100,00% |
11/07/2024 | 2,48% | 0,37 CHF | 0,38 CHF | 157 300 | 157 300 | 148 096 | 148 096 | 59 247 CHF | 60 728 CHF | 71,56% | 71,56% |
10/07/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 143 400 | 143 400 | 142 552 | 142 552 | 59 405 CHF | 60 831 CHF | 99,38% | 99,38% |
09/07/2024 | 2,47% | 0,46 CHF | 0,47 CHF | 142 300 | 142 300 | 154 192 | 154 192 | 61 757 CHF | 63 299 CHF | 99,99% | 99,99% |
08/07/2024 | 2,74% | 0,38 CHF | 0,39 CHF | 157 900 | 157 900 | 174 337 | 174 337 | 62 739 CHF | 64 482 CHF | 100,00% | 100,00% |
05/07/2024 | 2,80% | 0,31 CHF | 0,32 CHF | 179 600 | 179 600 | 166 439 | 166 439 | 58 772 CHF | 60 436 CHF | 100,00% | 100,00% |
04/07/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 162 400 | 162 400 | 150 442 | 150 442 | 54 710 CHF | 56 214 CHF | 100,00% | 100,00% |
03/07/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 146 700 | 146 700 | 139 554 | 139 554 | 55 805 CHF | 57 200 CHF | 100,00% | 100,00% |