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 | 0,05% | 37,38 CHF | 37,40 CHF | 36 000 | 36 000 | 20 152 | 20 152 | 755 067 CHF | 755 471 CHF | 99,86% | 99,86% |
15/07/2024 | 0,05% | 37,62 CHF | 37,64 CHF | 36 000 | 36 000 | 20 226 | 20 226 | 756 586 CHF | 756 992 CHF | 98,69% | 98,69% |
12/07/2024 | 0,06% | 36,93 CHF | 36,95 CHF | 36 000 | 36 000 | 20 548 | 20 548 | 749 164 CHF | 749 576 CHF | 99,99% | 99,99% |
11/07/2024 | 0,06% | 36,02 CHF | 36,04 CHF | 37 000 | 37 000 | 20 274 | 20 274 | 747 214 CHF | 747 622 CHF | 99,97% | 99,97% |
10/07/2024 | 0,06% | 36,88 CHF | 36,90 CHF | 36 000 | 36 000 | 20 380 | 20 380 | 748 046 CHF | 748 455 CHF | 99,89% | 99,89% |
09/07/2024 | 0,06% | 36,32 CHF | 36,34 CHF | 37 000 | 37 000 | 20 653 | 20 653 | 750 254 CHF | 750 668 CHF | 99,36% | 99,36% |
08/07/2024 | 0,06% | 36,00 CHF | 36,02 CHF | 37 000 | 37 000 | 20 696 | 20 696 | 744 568 CHF | 744 983 CHF | 100,00% | 100,00% |
05/07/2024 | 0,06% | 35,74 CHF | 35,76 CHF | 37 000 | 37 000 | 20 684 | 20 684 | 731 853 CHF | 732 267 CHF | 99,35% | 99,35% |
04/07/2024 | 0,06% | 35,16 CHF | 35,18 CHF | 19 000 | 19 000 | 16 859 | 16 859 | 593 473 CHF | 593 810 CHF | 99,30% | 99,30% |
03/07/2024 | 0,06% | 35,11 CHF | 35,13 CHF | 38 000 | 38 000 | 21 052 | 21 052 | 738 042 CHF | 738 464 CHF | 98,03% | 98,03% |