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 | 0,11% | 8,96 CHF | 8,97 CHF | 130 000 | 130 000 | 43 939 | 43 939 | 394 636 CHF | 395 076 CHF | 99,89% | 99,89% |
15/07/2024 | 0,12% | 9,13 CHF | 9,14 CHF | 125 000 | 125 000 | 44 225 | 44 225 | 395 305 CHF | 395 750 CHF | 99,97% | 99,97% |
12/07/2024 | 0,11% | 8,91 CHF | 8,92 CHF | 130 000 | 130 000 | 45 232 | 45 232 | 402 811 CHF | 403 264 CHF | 100,00% | 100,00% |
11/07/2024 | 0,11% | 9,00 CHF | 9,01 CHF | 125 000 | 125 000 | 43 237 | 43 237 | 396 684 CHF | 397 118 CHF | 100,00% | 100,00% |
10/07/2024 | 0,11% | 9,34 CHF | 9,35 CHF | 125 000 | 125 000 | 42 378 | 42 378 | 401 047 CHF | 401 471 CHF | 99,99% | 99,99% |
09/07/2024 | 0,11% | 9,67 CHF | 9,68 CHF | 120 000 | 120 000 | 41 542 | 41 542 | 398 343 CHF | 398 759 CHF | 100,00% | 100,00% |
08/07/2024 | 0,11% | 9,54 CHF | 9,55 CHF | 120 000 | 120 000 | 41 707 | 41 707 | 397 295 CHF | 397 713 CHF | 100,00% | 100,00% |
05/07/2024 | 0,11% | 9,67 CHF | 9,68 CHF | 120 000 | 120 000 | 41 449 | 41 449 | 395 097 CHF | 395 512 CHF | 99,82% | 99,82% |
04/07/2024 | 0,15% | 9,47 CHF | 9,50 CHF | 12 000 | 12 000 | 18 344 | 18 344 | 173 518 CHF | 173 753 CHF | 99,50% | 99,50% |
03/07/2024 | 0,11% | 9,45 CHF | 9,46 CHF | 120 000 | 120 000 | 42 341 | 42 341 | 399 926 CHF | 400 350 CHF | 99,98% | 99,98% |