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 | 0,41% | 12,55 CHF | 12,60 CHF | 17 407 | 17 407 | 17 511 | 17 511 | 212 783 CHF | 213 660 CHF | 99,92% | 99,92% |
15/07/2024 | 0,42% | 12,25 CHF | 12,30 CHF | 17 625 | 17 625 | 17 575 | 17 575 | 211 837 CHF | 212 717 CHF | 99,88% | 99,88% |
12/07/2024 | 0,42% | 12,20 CHF | 12,25 CHF | 17 643 | 17 643 | 17 539 | 17 539 | 212 149 CHF | 213 026 CHF | 99,98% | 99,98% |
11/07/2024 | 0,40% | 12,85 CHF | 12,90 CHF | 17 202 | 17 202 | 17 274 | 17 274 | 215 396 CHF | 216 261 CHF | 99,82% | 99,82% |
10/07/2024 | 0,41% | 12,30 CHF | 12,35 CHF | 17 524 | 17 524 | 17 306 | 17 306 | 213 453 CHF | 214 319 CHF | 100,00% | 100,00% |
09/07/2024 | 0,41% | 12,05 CHF | 12,10 CHF | 17 625 | 17 625 | 17 292 | 17 292 | 213 584 CHF | 214 450 CHF | 99,81% | 99,81% |
08/07/2024 | 0,41% | 12,35 CHF | 12,40 CHF | 17 458 | 17 458 | 17 302 | 17 302 | 213 779 CHF | 214 645 CHF | 99,99% | 99,99% |
05/07/2024 | 0,42% | 12,50 CHF | 12,55 CHF | 17 369 | 17 369 | 17 488 | 17 488 | 211 381 CHF | 212 257 CHF | 99,85% | 99,85% |
04/07/2024 | 0,43% | 11,85 CHF | 11,90 CHF | 17 782 | 17 782 | 17 615 | 17 615 | 208 608 CHF | 209 489 CHF | 100,00% | 100,00% |
03/07/2024 | 0,43% | 12,00 CHF | 12,05 CHF | 17 711 | 17 711 | 17 644 | 17 644 | 207 487 CHF | 208 371 CHF | 100,00% | 100,00% |