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% | 12,66 CHF | 12,67 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 532 700 CHF | 2 534 700 CHF | 99,98% | 99,98% |
15/07/2024 | 0,08% | 12,87 CHF | 12,88 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 594 770 CHF | 2 596 770 CHF | 100,00% | 100,00% |
12/07/2024 | 0,08% | 13,16 CHF | 13,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 587 470 CHF | 2 589 470 CHF | 100,00% | 100,00% |
11/07/2024 | 0,08% | 12,80 CHF | 12,81 CHF | 200 000 | 200 000 | 199 813 | 199 813 | 2 555 110 CHF | 2 557 110 CHF | 99,87% | 99,87% |
10/07/2024 | 0,08% | 12,68 CHF | 12,69 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 507 500 CHF | 2 509 500 CHF | 99,99% | 99,99% |
09/07/2024 | 0,08% | 12,36 CHF | 12,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 510 610 CHF | 2 512 610 CHF | 100,00% | 100,00% |
08/07/2024 | 0,08% | 12,74 CHF | 12,75 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 569 960 CHF | 2 571 960 CHF | 98,76% | 98,76% |
05/07/2024 | 0,08% | 12,76 CHF | 12,77 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 579 490 CHF | 2 581 490 CHF | 100,00% | 100,00% |
04/07/2024 | 0,08% | 12,85 CHF | 12,86 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 563 100 CHF | 2 565 100 CHF | 100,00% | 100,00% |
03/07/2024 | 0,08% | 12,74 CHF | 12,75 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 539 930 CHF | 2 541 930 CHF | 100,00% | 100,00% |