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 | 0,12% | 8,40 CHF | 8,41 CHF | 130 000 | 130 000 | 43 932 | 43 932 | 369 937 CHF | 370 377 CHF | 99,88% | 99,88% |
15/07/2024 | 0,12% | 8,57 CHF | 8,58 CHF | 125 000 | 125 000 | 44 220 | 44 220 | 370 518 CHF | 370 962 CHF | 99,96% | 99,96% |
12/07/2024 | 0,12% | 8,35 CHF | 8,36 CHF | 130 000 | 130 000 | 45 235 | 45 235 | 377 531 CHF | 377 984 CHF | 100,00% | 100,00% |
11/07/2024 | 0,12% | 8,44 CHF | 8,45 CHF | 125 000 | 125 000 | 43 246 | 43 246 | 372 578 CHF | 373 012 CHF | 100,00% | 100,00% |
10/07/2024 | 0,11% | 8,78 CHF | 8,79 CHF | 125 000 | 125 000 | 42 390 | 42 390 | 377 354 CHF | 377 778 CHF | 100,00% | 100,00% |
09/07/2024 | 0,11% | 9,11 CHF | 9,12 CHF | 120 000 | 120 000 | 41 543 | 41 543 | 375 046 CHF | 375 461 CHF | 100,00% | 100,00% |
08/07/2024 | 0,11% | 8,98 CHF | 8,99 CHF | 120 000 | 120 000 | 41 712 | 41 712 | 373 999 CHF | 374 417 CHF | 100,00% | 100,00% |
05/07/2024 | 0,11% | 9,11 CHF | 9,12 CHF | 120 000 | 120 000 | 41 445 | 41 445 | 371 826 CHF | 372 241 CHF | 99,81% | 99,81% |
04/07/2024 | 0,16% | 8,91 CHF | 8,94 CHF | 12 000 | 12 000 | 18 345 | 18 345 | 163 225 CHF | 163 460 CHF | 99,49% | 99,49% |
03/07/2024 | 0,11% | 8,89 CHF | 8,90 CHF | 120 000 | 120 000 | 42 363 | 42 363 | 376 304 CHF | 376 728 CHF | 100,00% | 100,00% |