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 | 0,12% | 8,58 CHF | 8,59 CHF | 130 000 | 130 000 | 43 937 | 43 937 | 377 865 CHF | 378 305 CHF | 99,89% | 99,89% |
15/07/2024 | 0,12% | 8,75 CHF | 8,76 CHF | 125 000 | 125 000 | 44 223 | 44 223 | 378 455 CHF | 378 899 CHF | 99,97% | 99,97% |
12/07/2024 | 0,12% | 8,53 CHF | 8,54 CHF | 130 000 | 130 000 | 45 230 | 45 230 | 385 588 CHF | 386 041 CHF | 100,00% | 100,00% |
11/07/2024 | 0,12% | 8,62 CHF | 8,63 CHF | 125 000 | 125 000 | 43 238 | 43 238 | 380 232 CHF | 380 666 CHF | 100,00% | 100,00% |
10/07/2024 | 0,11% | 8,96 CHF | 8,97 CHF | 125 000 | 125 000 | 42 389 | 42 389 | 384 943 CHF | 385 367 CHF | 100,00% | 100,00% |
09/07/2024 | 0,11% | 9,29 CHF | 9,30 CHF | 120 000 | 120 000 | 41 559 | 41 559 | 382 612 CHF | 383 029 CHF | 99,99% | 99,99% |
08/07/2024 | 0,11% | 9,15 CHF | 9,16 CHF | 120 000 | 120 000 | 41 705 | 41 705 | 381 368 CHF | 381 786 CHF | 100,00% | 100,00% |
05/07/2024 | 0,11% | 9,29 CHF | 9,30 CHF | 120 000 | 120 000 | 41 444 | 41 444 | 379 218 CHF | 379 633 CHF | 99,81% | 99,81% |
04/07/2024 | 0,16% | 9,09 CHF | 9,12 CHF | 12 000 | 12 000 | 18 344 | 18 344 | 166 500 CHF | 166 735 CHF | 99,49% | 99,49% |
03/07/2024 | 0,11% | 9,07 CHF | 9,08 CHF | 120 000 | 120 000 | 42 354 | 42 354 | 383 834 CHF | 384 258 CHF | 100,00% | 100,00% |