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 | 2,66% | 0,34 CHF | 0,35 CHF | 78 260 | 78 260 | 78 118 | 78 118 | 29 301 CHF | 30 083 CHF | 99,88% | 99,88% |
15/07/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 78 620 | 78 620 | 77 820 | 77 820 | 27 676 CHF | 28 455 CHF | 100,00% | 100,00% |
12/07/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 79 430 | 79 430 | 79 003 | 79 003 | 34 686 CHF | 35 477 CHF | 100,00% | 100,00% |
11/07/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 80 270 | 80 270 | 79 714 | 79 714 | 39 027 CHF | 39 825 CHF | 99,94% | 99,94% |
10/07/2024 | 1,71% | 0,53 CHF | 0,54 CHF | 81 150 | 81 150 | 81 110 | 81 110 | 47 543 CHF | 48 355 CHF | 100,00% | 100,00% |
09/07/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 82 570 | 82 570 | 81 537 | 81 537 | 50 093 CHF | 50 909 CHF | 99,50% | 99,50% |
08/07/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 82 990 | 82 990 | 82 076 | 82 076 | 53 630 CHF | 54 451 CHF | 100,00% | 100,00% |
05/07/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 82 950 | 82 950 | 81 644 | 81 644 | 50 529 CHF | 51 346 CHF | 99,64% | 99,64% |
04/07/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 83 130 | 83 130 | 82 711 | 82 711 | 56 488 CHF | 57 316 CHF | 100,00% | 100,00% |
03/07/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 82 220 | 82 220 | 80 994 | 80 994 | 47 191 CHF | 48 002 CHF | 100,00% | 100,00% |