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 | 7,18% | 0,14 CHF | 0,14 CHF | 267 300 | 267 300 | 119 523 | 119 523 | 16 464 CHF | 17 662 CHF | 99,85% | 99,85% |
15/07/2024 | 6,23% | 0,14 CHF | 0,16 CHF | 206 200 | 206 200 | 96 134 | 96 134 | 15 122 CHF | 16 085 CHF | 100,00% | 100,00% |
12/07/2024 | 5,28% | 0,17 CHF | 0,18 CHF | 180 100 | 180 100 | 82 678 | 82 678 | 15 171 CHF | 16 000 CHF | 99,99% | 99,99% |
11/07/2024 | 4,46% | 0,20 CHF | 0,21 CHF | 157 400 | 157 400 | 71 866 | 71 866 | 15 638 CHF | 16 359 CHF | 99,98% | 99,98% |
10/07/2024 | 4,29% | 0,25 CHF | 0,26 CHF | 166 000 | 166 000 | 74 406 | 74 406 | 17 807 CHF | 18 552 CHF | 100,00% | 100,00% |
09/07/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 162 500 | 162 500 | 72 793 | 72 793 | 16 931 CHF | 17 660 CHF | 100,00% | 100,00% |
08/07/2024 | 4,62% | 0,24 CHF | 0,25 CHF | 182 400 | 182 400 | 79 956 | 79 956 | 17 587 CHF | 18 388 CHF | 100,00% | 100,00% |
05/07/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 164 100 | 164 100 | 73 400 | 73 400 | 17 242 CHF | 17 978 CHF | 99,90% | 99,90% |
04/07/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 65 700 | 65 700 | 52 609 | 52 609 | 12 617 CHF | 13 143 CHF | 100,00% | 100,00% |
03/07/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 166 000 | 166 000 | 74 294 | 74 294 | 17 165 CHF | 17 909 CHF | 100,00% | 100,00% |