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 | 2,46% | 0,39 CHF | 0,40 CHF | 190 900 | 190 900 | 196 539 | 196 539 | 78 863 CHF | 80 828 CHF | 100,00% | 100,00% |
15/07/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 189 900 | 189 900 | 189 118 | 189 118 | 63 271 CHF | 65 162 CHF | 100,00% | 100,00% |
12/07/2024 | 2,50% | 0,37 CHF | 0,38 CHF | 150 100 | 150 100 | 152 150 | 152 150 | 60 114 CHF | 61 635 CHF | 100,00% | 100,00% |
11/07/2024 | 2,03% | 0,44 CHF | 0,45 CHF | 128 900 | 128 900 | 128 368 | 128 368 | 62 776 CHF | 64 060 CHF | 99,83% | 99,83% |
10/07/2024 | 1,76% | 0,52 CHF | 0,53 CHF | 101 800 | 101 800 | 103 255 | 103 255 | 58 301 CHF | 59 333 CHF | 100,00% | 100,00% |
09/07/2024 | 1,65% | 0,63 CHF | 0,64 CHF | 118 200 | 118 200 | 117 214 | 117 214 | 70 387 CHF | 71 559 CHF | 99,74% | 99,74% |
08/07/2024 | 1,82% | 0,58 CHF | 0,59 CHF | 120 500 | 120 500 | 120 102 | 120 102 | 65 473 CHF | 66 674 CHF | 99,99% | 99,99% |
05/07/2024 | 1,87% | 0,56 CHF | 0,57 CHF | 116 700 | 116 700 | 116 218 | 116 218 | 61 715 CHF | 62 877 CHF | 99,81% | 99,81% |
04/07/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 110 100 | 110 100 | 114 259 | 114 259 | 69 340 CHF | 70 482 CHF | 100,00% | 100,00% |
03/07/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 105 000 | 105 000 | 103 238 | 103 238 | 62 159 CHF | 63 192 CHF | 100,00% | 100,00% |