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 | 0,37% | 14,15 CHF | 14,20 CHF | 60 000 | 60 000 | 59 437 | 59 433 | 816 588 CHF | 819 510 CHF | 99,87% | 99,87% |
15/07/2024 | 0,37% | 13,70 CHF | 13,75 CHF | 60 000 | 60 000 | 59 439 | 59 434 | 807 706 CHF | 810 621 CHF | 100,00% | 100,00% |
12/07/2024 | 0,38% | 13,50 CHF | 13,55 CHF | 60 000 | 60 000 | 59 567 | 59 567 | 792 877 CHF | 795 857 CHF | 99,77% | 99,77% |
11/07/2024 | 0,38% | 13,25 CHF | 13,30 CHF | 60 000 | 60 000 | 59 471 | 59 471 | 785 546 CHF | 788 523 CHF | 98,87% | 98,87% |
10/07/2024 | 0,39% | 12,90 CHF | 12,95 CHF | 60 000 | 60 000 | 59 540 | 59 540 | 765 454 CHF | 768 434 CHF | 99,82% | 99,82% |
09/07/2024 | 0,39% | 12,80 CHF | 12,85 CHF | 60 000 | 60 000 | 59 474 | 59 474 | 767 396 CHF | 770 372 CHF | 99,95% | 99,95% |
08/07/2024 | 0,39% | 13,05 CHF | 13,10 CHF | 60 000 | 60 000 | 59 597 | 59 597 | 771 800 CHF | 774 782 CHF | 99,72% | 99,72% |
05/07/2024 | 0,39% | 12,90 CHF | 12,95 CHF | 60 000 | 60 000 | 59 525 | 59 524 | 767 638 CHF | 770 597 CHF | 99,85% | 99,85% |
04/07/2024 | 0,39% | 12,95 CHF | 13,00 CHF | 60 000 | 60 000 | 59 571 | 59 571 | 773 491 CHF | 776 472 CHF | 99,76% | 99,76% |
03/07/2024 | 0,39% | 12,90 CHF | 12,95 CHF | 60 000 | 60 000 | 59 521 | 59 521 | 775 056 CHF | 778 035 CHF | 99,78% | 99,78% |