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 | 0,06% | 35,92 CHF | 35,93 CHF | 25 000 | 25 000 | 13 787 | 13 787 | 498 882 CHF | 499 158 CHF | 99,28% | 99,28% |
15/07/2024 | 0,06% | 36,55 CHF | 36,56 CHF | 24 000 | 24 000 | 13 908 | 13 908 | 504 942 CHF | 505 218 CHF | 99,01% | 99,01% |
12/07/2024 | 0,06% | 36,33 CHF | 36,34 CHF | 25 000 | 25 000 | 13 788 | 13 788 | 501 538 CHF | 501 813 CHF | 99,50% | 99,50% |
11/07/2024 | 0,06% | 36,35 CHF | 36,36 CHF | 25 000 | 25 000 | 13 548 | 13 548 | 503 397 CHF | 503 669 CHF | 99,27% | 99,27% |
10/07/2024 | 0,06% | 37,06 CHF | 37,07 CHF | 24 000 | 24 000 | 13 387 | 13 387 | 497 203 CHF | 497 472 CHF | 99,91% | 99,91% |
09/07/2024 | 0,06% | 37,29 CHF | 37,30 CHF | 24 000 | 24 000 | 13 442 | 13 442 | 504 460 CHF | 504 730 CHF | 99,98% | 99,98% |
08/07/2024 | 0,06% | 37,46 CHF | 37,47 CHF | 24 000 | 24 000 | 13 455 | 13 455 | 505 461 CHF | 505 731 CHF | 99,72% | 99,72% |
05/07/2024 | 0,06% | 37,55 CHF | 37,56 CHF | 24 000 | 24 000 | 13 456 | 13 456 | 501 300 CHF | 501 571 CHF | 98,58% | 98,58% |
04/07/2024 | 0,07% | 37,06 CHF | 37,08 CHF | 12 000 | 12 000 | 10 937 | 10 937 | 406 848 CHF | 407 120 CHF | 100,00% | 100,00% |
03/07/2024 | 0,06% | 37,12 CHF | 37,13 CHF | 24 000 | 24 000 | 13 555 | 13 555 | 502 530 CHF | 502 799 CHF | 96,78% | 96,78% |