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 | 0,40% | 13,15 CHF | 13,20 CHF | 70 000 | 70 000 | 69 358 | 69 358 | 881 074 CHF | 884 538 CHF | 99,95% | 99,95% |
15/07/2024 | 0,40% | 12,65 CHF | 12,70 CHF | 70 000 | 70 000 | 69 343 | 69 340 | 870 820 CHF | 874 254 CHF | 99,99% | 99,99% |
12/07/2024 | 0,41% | 12,45 CHF | 12,50 CHF | 70 000 | 70 000 | 69 495 | 69 495 | 852 974 CHF | 856 452 CHF | 99,74% | 99,74% |
11/07/2024 | 0,41% | 12,25 CHF | 12,30 CHF | 70 000 | 70 000 | 69 379 | 69 379 | 844 815 CHF | 848 287 CHF | 99,90% | 99,90% |
10/07/2024 | 0,43% | 11,90 CHF | 11,95 CHF | 70 000 | 70 000 | 69 467 | 69 467 | 821 503 CHF | 824 979 CHF | 99,80% | 99,80% |
09/07/2024 | 0,42% | 11,80 CHF | 11,85 CHF | 70 000 | 70 000 | 69 389 | 69 389 | 823 210 CHF | 826 683 CHF | 99,90% | 99,90% |
08/07/2024 | 0,42% | 12,00 CHF | 12,05 CHF | 70 000 | 70 000 | 69 533 | 69 533 | 829 248 CHF | 832 727 CHF | 99,70% | 99,70% |
05/07/2024 | 0,42% | 11,85 CHF | 11,90 CHF | 70 000 | 70 000 | 69 447 | 69 446 | 824 072 CHF | 827 526 CHF | 99,57% | 99,57% |
04/07/2024 | 0,42% | 11,90 CHF | 11,95 CHF | 70 000 | 70 000 | 69 503 | 69 503 | 830 219 CHF | 833 697 CHF | 99,75% | 99,75% |
03/07/2024 | 0,42% | 11,90 CHF | 11,95 CHF | 70 000 | 70 000 | 69 444 | 69 444 | 831 962 CHF | 835 437 CHF | 99,84% | 99,84% |