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 | 1,50% | 0,64 CHF | 0,65 CHF | 102 800 | 102 800 | 102 856 | 102 856 | 67 934 CHF | 68 962 CHF | 99,99% | 99,99% |
15/07/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 143 000 | 143 000 | 143 169 | 143 169 | 96 560 CHF | 97 992 CHF | 100,00% | 100,00% |
12/07/2024 | 1,77% | 0,53 CHF | 0,54 CHF | 124 600 | 124 600 | 124 600 | 124 600 | 69 697 CHF | 70 943 CHF | 100,00% | 100,00% |
11/07/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 108 800 | 108 800 | 109 424 | 109 424 | 64 210 CHF | 65 304 CHF | 99,83% | 99,83% |
10/07/2024 | 1,42% | 0,66 CHF | 0,67 CHF | 102 900 | 102 900 | 102 900 | 102 900 | 72 174 CHF | 73 203 CHF | 99,99% | 99,99% |
09/07/2024 | 1,48% | 0,72 CHF | 0,73 CHF | 103 900 | 103 900 | 103 784 | 103 784 | 69 854 CHF | 70 893 CHF | 99,73% | 99,73% |
08/07/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 114 400 | 114 400 | 114 400 | 114 400 | 77 181 CHF | 78 325 CHF | 99,98% | 99,98% |
05/07/2024 | 1,63% | 0,65 CHF | 0,66 CHF | 120 000 | 120 000 | 117 616 | 117 616 | 71 803 CHF | 72 979 CHF | 99,80% | 99,80% |
04/07/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 122 700 | 122 700 | 121 543 | 121 543 | 74 547 CHF | 75 762 CHF | 100,00% | 100,00% |
03/07/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 124 300 | 124 300 | 121 668 | 121 668 | 72 503 CHF | 73 720 CHF | 100,00% | 100,00% |