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% | 12,69 CHF | 12,70 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 744 260 CHF | 4 748 010 CHF | 99,99% | 99,99% |
15/07/2024 | 0,08% | 12,91 CHF | 12,92 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 871 970 CHF | 4 875 720 CHF | 99,10% | 99,10% |
12/07/2024 | 0,08% | 13,21 CHF | 13,22 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 829 550 CHF | 4 833 300 CHF | 95,39% | 95,39% |
11/07/2024 | 0,09% | 12,75 CHF | 12,76 CHF | 375 000 | 375 000 | 367 954 | 367 954 | 4 633 670 CHF | 4 637 390 CHF | 99,65% | 99,65% |
10/07/2024 | 0,08% | 12,48 CHF | 12,49 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 622 380 CHF | 4 626 130 CHF | 99,99% | 99,99% |
09/07/2024 | 0,08% | 12,10 CHF | 12,11 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 638 760 CHF | 4 642 510 CHF | 99,99% | 99,99% |
08/07/2024 | 0,08% | 12,61 CHF | 12,62 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 767 520 CHF | 4 771 270 CHF | 99,99% | 99,99% |
05/07/2024 | 0,08% | 12,60 CHF | 12,61 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 801 840 CHF | 4 805 590 CHF | 99,80% | 99,80% |
04/07/2024 | 0,08% | 12,59 CHF | 12,60 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 703 910 CHF | 4 707 660 CHF | 99,93% | 99,93% |
03/07/2024 | 0,08% | 12,45 CHF | 12,46 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 4 619 440 CHF | 4 623 190 CHF | 100,00% | 100,00% |