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 | 4,15% | 0,24 CHF | 0,25 CHF | 315 400 | 315 400 | 312 325 | 312 325 | 73 685 CHF | 76 809 CHF | 99,99% | 99,99% |
15/07/2024 | 4,66% | 0,22 CHF | 0,23 CHF | 384 000 | 384 000 | 382 255 | 382 255 | 80 078 CHF | 83 901 CHF | 100,00% | 100,00% |
12/07/2024 | 5,11% | 0,18 CHF | 0,19 CHF | 334 100 | 334 100 | 332 686 | 332 686 | 63 538 CHF | 66 865 CHF | 100,00% | 100,00% |
11/07/2024 | 4,57% | 0,20 CHF | 0,21 CHF | 284 800 | 284 800 | 288 339 | 288 339 | 61 738 CHF | 64 621 CHF | 100,00% | 100,00% |
10/07/2024 | 3,79% | 0,23 CHF | 0,24 CHF | 237 600 | 237 600 | 241 598 | 241 598 | 63 307 CHF | 65 723 CHF | 100,00% | 100,00% |
09/07/2024 | 3,54% | 0,28 CHF | 0,29 CHF | 231 500 | 231 500 | 229 315 | 229 315 | 63 695 CHF | 65 988 CHF | 100,00% | 100,00% |
08/07/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 245 900 | 245 900 | 244 788 | 244 788 | 68 695 CHF | 71 143 CHF | 100,00% | 100,00% |
05/07/2024 | 3,77% | 0,28 CHF | 0,29 CHF | 257 700 | 257 700 | 253 105 | 253 105 | 66 044 CHF | 68 575 CHF | 99,81% | 99,81% |
04/07/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 260 800 | 260 800 | 260 548 | 260 548 | 69 732 CHF | 72 338 CHF | 99,49% | 99,49% |
03/07/2024 | 3,91% | 0,26 CHF | 0,27 CHF | 249 900 | 249 900 | 248 863 | 248 863 | 62 431 CHF | 64 919 CHF | 99,35% | 99,35% |