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 | 0,08% | 33,62 CHF | 33,64 CHF | 38 000 | 38 000 | 13 174 | 13 174 | 444 124 CHF | 444 439 CHF | 99,88% | 99,88% |
15/07/2024 | 0,09% | 34,22 CHF | 34,24 CHF | 36 000 | 36 000 | 13 014 | 13 014 | 436 527 CHF | 436 839 CHF | 99,89% | 99,89% |
12/07/2024 | 0,08% | 33,45 CHF | 33,47 CHF | 38 000 | 38 000 | 13 405 | 13 405 | 448 255 CHF | 448 574 CHF | 99,99% | 99,99% |
11/07/2024 | 0,08% | 33,76 CHF | 33,78 CHF | 36 000 | 36 000 | 12 918 | 12 918 | 444 345 CHF | 444 655 CHF | 99,98% | 99,98% |
10/07/2024 | 0,08% | 34,98 CHF | 35,00 CHF | 36 000 | 36 000 | 12 679 | 12 679 | 448 895 CHF | 449 198 CHF | 99,99% | 99,99% |
09/07/2024 | 0,08% | 36,10 CHF | 36,12 CHF | 35 000 | 35 000 | 12 514 | 12 514 | 448 306 CHF | 448 606 CHF | 99,99% | 99,99% |
08/07/2024 | 0,08% | 35,64 CHF | 35,66 CHF | 35 000 | 35 000 | 12 549 | 12 549 | 446 870 CHF | 447 170 CHF | 100,00% | 100,00% |
05/07/2024 | 0,08% | 36,12 CHF | 36,14 CHF | 35 000 | 35 000 | 12 509 | 12 509 | 445 586 CHF | 445 885 CHF | 99,81% | 99,81% |
04/07/2024 | 0,11% | 35,41 CHF | 35,48 CHF | 3 500 | 3 500 | 5 765 | 5 765 | 203 957 CHF | 204 160 CHF | 99,42% | 99,42% |
03/07/2024 | 0,08% | 35,35 CHF | 35,37 CHF | 35 000 | 35 000 | 12 766 | 12 766 | 451 132 CHF | 451 437 CHF | 99,99% | 99,99% |