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 | 4,47% | 0,22 CHF | 0,23 CHF | 484 300 | 484 300 | 484 300 | 484 300 | 105 845 CHF | 110 688 CHF | 100,00% | 100,00% |
15/07/2024 | 5,03% | 0,21 CHF | 0,22 CHF | 548 600 | 548 600 | 548 600 | 548 600 | 106 383 CHF | 111 869 CHF | 100,00% | 100,00% |
12/07/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 549 900 | 549 900 | 549 900 | 549 900 | 103 763 CHF | 109 262 CHF | 100,00% | 100,00% |
11/07/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 527 800 | 527 800 | 527 800 | 527 800 | 100 214 CHF | 105 492 CHF | 99,99% | 99,99% |
10/07/2024 | 5,03% | 0,20 CHF | 0,21 CHF | 521 600 | 521 600 | 521 600 | 521 600 | 101 165 CHF | 106 381 CHF | 100,00% | 100,00% |
09/07/2024 | 5,05% | 0,20 CHF | 0,21 CHF | 514 300 | 514 300 | 514 300 | 514 300 | 99 331 CHF | 104 474 CHF | 99,73% | 99,73% |
08/07/2024 | 5,11% | 0,20 CHF | 0,21 CHF | 553 100 | 553 100 | 553 100 | 553 100 | 105 494 CHF | 111 025 CHF | 99,32% | 99,32% |
05/07/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 523 000 | 523 000 | 523 000 | 523 000 | 99 785 CHF | 105 015 CHF | 100,00% | 100,00% |
04/07/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 488 900 | 488 900 | 488 900 | 488 900 | 95 297 CHF | 100 186 CHF | 99,61% | 99,61% |
03/07/2024 | 4,56% | 0,21 CHF | 0,22 CHF | 433 200 | 433 200 | 433 922 | 433 922 | 93 015 CHF | 97 354 CHF | 99,99% | 99,99% |