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 | 0,41% | 12,40 CHF | 12,45 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 366 501 CHF | 367 984 CHF | 100,00% | 100,00% |
15/07/2024 | 0,40% | 12,45 CHF | 12,50 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 375 204 CHF | 376 691 CHF | 99,96% | 99,96% |
12/07/2024 | 0,40% | 12,65 CHF | 12,70 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 372 907 CHF | 374 394 CHF | 100,00% | 100,00% |
11/07/2024 | 0,41% | 12,40 CHF | 12,45 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 368 537 CHF | 370 024 CHF | 99,93% | 99,93% |
10/07/2024 | 0,42% | 12,20 CHF | 12,25 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 358 163 CHF | 359 650 CHF | 100,00% | 100,00% |
09/07/2024 | 0,42% | 12,00 CHF | 12,05 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 359 595 CHF | 361 080 CHF | 100,00% | 100,00% |
08/07/2024 | 0,42% | 12,00 CHF | 12,05 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 357 204 CHF | 358 690 CHF | 100,00% | 100,00% |
05/07/2024 | 0,42% | 11,95 CHF | 12,00 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 358 367 CHF | 359 853 CHF | 100,00% | 100,00% |
04/07/2024 | 0,42% | 12,10 CHF | 12,15 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 357 462 CHF | 358 947 CHF | 100,00% | 100,00% |
03/07/2024 | 0,42% | 12,00 CHF | 12,05 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 355 805 CHF | 357 291 CHF | 100,00% | 100,00% |