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% | 12,91 CHF | 12,92 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 823 850 CHF | 4 827 600 CHF | 100,00% | 100,00% |
15/07/2024 | 0,08% | 13,12 CHF | 13,13 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 951 530 CHF | 4 955 280 CHF | 99,10% | 99,10% |
12/07/2024 | 0,08% | 13,42 CHF | 13,43 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 909 040 CHF | 4 912 800 CHF | 95,39% | 95,39% |
11/07/2024 | 0,09% | 12,96 CHF | 12,97 CHF | 375 000 | 375 000 | 367 976 | 367 976 | 4 711 850 CHF | 4 715 570 CHF | 99,66% | 99,66% |
10/07/2024 | 0,08% | 12,69 CHF | 12,70 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 701 620 CHF | 4 705 370 CHF | 99,99% | 99,99% |
09/07/2024 | 0,08% | 12,31 CHF | 12,32 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 717 930 CHF | 4 721 680 CHF | 99,99% | 99,99% |
08/07/2024 | 0,08% | 12,82 CHF | 12,83 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 846 590 CHF | 4 850 340 CHF | 100,00% | 100,00% |
05/07/2024 | 0,08% | 12,81 CHF | 12,82 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 881 010 CHF | 4 884 760 CHF | 99,80% | 99,80% |
04/07/2024 | 0,08% | 12,80 CHF | 12,81 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 783 040 CHF | 4 786 790 CHF | 99,93% | 99,93% |
03/07/2024 | 0,08% | 12,66 CHF | 12,67 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 698 600 CHF | 4 702 350 CHF | 100,00% | 100,00% |