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% | 13,00 CHF | 13,05 CHF | 70 000 | 70 000 | 69 400 | 69 400 | 871 283 CHF | 874 757 CHF | 99,83% | 99,83% |
15/07/2024 | 0,41% | 12,50 CHF | 12,55 CHF | 70 000 | 70 000 | 69 494 | 69 494 | 862 435 CHF | 865 912 CHF | 99,73% | 99,73% |
12/07/2024 | 0,41% | 12,30 CHF | 12,35 CHF | 70 000 | 70 000 | 69 495 | 69 495 | 842 635 CHF | 846 113 CHF | 99,75% | 99,75% |
11/07/2024 | 0,42% | 12,10 CHF | 12,15 CHF | 70 000 | 70 000 | 69 376 | 69 376 | 834 405 CHF | 837 877 CHF | 99,29% | 99,29% |
10/07/2024 | 0,43% | 11,75 CHF | 11,80 CHF | 70 000 | 70 000 | 69 467 | 69 467 | 811 132 CHF | 814 608 CHF | 99,81% | 99,81% |
09/07/2024 | 0,43% | 11,65 CHF | 11,70 CHF | 70 000 | 70 000 | 69 390 | 69 390 | 812 865 CHF | 816 338 CHF | 99,92% | 99,92% |
08/07/2024 | 0,43% | 11,85 CHF | 11,90 CHF | 70 000 | 70 000 | 69 534 | 69 534 | 818 972 CHF | 822 451 CHF | 99,70% | 99,70% |
05/07/2024 | 0,43% | 11,70 CHF | 11,75 CHF | 70 000 | 70 000 | 69 448 | 69 446 | 813 801 CHF | 817 258 CHF | 99,57% | 99,57% |
04/07/2024 | 0,43% | 11,75 CHF | 11,80 CHF | 70 000 | 70 000 | 69 503 | 69 503 | 819 821 CHF | 823 299 CHF | 99,75% | 99,75% |
03/07/2024 | 0,43% | 11,75 CHF | 11,80 CHF | 70 000 | 70 000 | 69 444 | 69 444 | 821 593 CHF | 825 068 CHF | 99,84% | 99,84% |