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% | 12,07 CHF | 12,08 CHF | 89 000 | 89 000 | 49 453 | 49 453 | 598 310 CHF | 598 805 CHF | 99,89% | 99,89% |
15/07/2024 | 0,08% | 12,17 CHF | 12,18 CHF | 89 000 | 89 000 | 49 597 | 49 597 | 599 111 CHF | 599 608 CHF | 98,87% | 98,87% |
12/07/2024 | 0,09% | 11,89 CHF | 11,90 CHF | 90 000 | 90 000 | 50 711 | 50 711 | 593 356 CHF | 593 864 CHF | 99,99% | 99,99% |
11/07/2024 | 0,09% | 11,53 CHF | 11,54 CHF | 93 000 | 93 000 | 49 834 | 49 834 | 590 787 CHF | 591 289 CHF | 99,98% | 99,98% |
10/07/2024 | 0,09% | 11,86 CHF | 11,87 CHF | 90 000 | 90 000 | 50 321 | 50 321 | 593 266 CHF | 593 771 CHF | 99,89% | 99,89% |
09/07/2024 | 0,09% | 11,64 CHF | 11,65 CHF | 92 000 | 92 000 | 50 923 | 50 923 | 592 731 CHF | 593 241 CHF | 99,43% | 99,43% |
08/07/2024 | 0,09% | 11,51 CHF | 11,52 CHF | 93 000 | 93 000 | 51 270 | 51 270 | 589 976 CHF | 590 490 CHF | 100,00% | 100,00% |
05/07/2024 | 0,09% | 11,41 CHF | 11,42 CHF | 93 000 | 93 000 | 51 883 | 51 883 | 584 438 CHF | 584 958 CHF | 99,35% | 99,35% |
04/07/2024 | 0,09% | 11,17 CHF | 11,18 CHF | 47 000 | 47 000 | 42 227 | 42 227 | 472 318 CHF | 472 741 CHF | 99,50% | 99,50% |
03/07/2024 | 0,09% | 11,15 CHF | 11,16 CHF | 95 000 | 95 000 | 52 505 | 52 505 | 583 995 CHF | 584 521 CHF | 99,32% | 99,32% |