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 | 2,59% | 0,56 CHF | 0,57 CHF | 160 200 | 160 200 | 75 859 | 75 859 | 43 964 CHF | 45 007 CHF | 99,90% | 99,90% |
15/07/2024 | 2,44% | 0,65 CHF | 0,66 CHF | 150 700 | 150 700 | 73 975 | 73 975 | 46 013 CHF | 47 032 CHF | 99,06% | 99,06% |
12/07/2024 | 3,13% | 0,61 CHF | 0,62 CHF | 180 800 | 180 800 | 91 782 | 91 782 | 47 828 CHF | 49 102 CHF | 100,00% | 100,00% |
11/07/2024 | 2,33% | 0,57 CHF | 0,58 CHF | 135 600 | 135 600 | 63 578 | 63 578 | 40 898 CHF | 41 776 CHF | 100,00% | 100,00% |
10/07/2024 | 2,32% | 0,67 CHF | 0,68 CHF | 135 900 | 135 900 | 66 438 | 66 438 | 43 695 CHF | 44 614 CHF | 100,00% | 100,00% |
09/07/2024 | 2,18% | 0,58 CHF | 0,59 CHF | 160 300 | 160 300 | 76 128 | 76 128 | 50 450 CHF | 51 493 CHF | 98,82% | 98,82% |
08/07/2024 | 3,28% | 0,53 CHF | 0,54 CHF | 224 800 | 224 800 | 109 392 | 109 392 | 54 470 CHF | 55 991 CHF | 100,00% | 100,00% |
05/07/2024 | 3,04% | 0,39 CHF | 0,40 CHF | 276 200 | 276 200 | 135 024 | 135 024 | 45 250 CHF | 46 602 CHF | 98,96% | 98,96% |
04/07/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 96 700 | 96 700 | 96 700 | 96 700 | 31 462 CHF | 32 429 CHF | 99,44% | 99,44% |
03/07/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 285 800 | 285 800 | 139 980 | 139 980 | 43 635 CHF | 45 037 CHF | 99,64% | 99,64% |