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 | 0,56% | 12,46 CHF | 12,49 CHF | 150 000 | 150 000 | 122 998 | 122 998 | 1 614 360 CHF | 1 618 420 CHF | 100,00% | 100,00% |
15/07/2024 | 0,58% | 13,32 CHF | 13,35 CHF | 150 000 | 150 000 | 123 020 | 123 020 | 1 587 080 CHF | 1 591 140 CHF | 100,00% | 100,00% |
12/07/2024 | 0,56% | 13,29 CHF | 13,32 CHF | 150 000 | 150 000 | 123 052 | 123 052 | 1 657 530 CHF | 1 661 590 CHF | 100,00% | 100,00% |
11/07/2024 | 0,59% | 13,07 CHF | 13,10 CHF | 150 000 | 150 000 | 123 005 | 123 005 | 1 600 020 CHF | 1 604 080 CHF | 100,00% | 100,00% |
10/07/2024 | 0,58% | 12,94 CHF | 12,97 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 585 380 CHF | 1 589 430 CHF | 100,00% | 100,00% |
09/07/2024 | 0,61% | 12,53 CHF | 12,56 CHF | 150 000 | 150 000 | 122 898 | 122 898 | 1 504 280 CHF | 1 508 340 CHF | 100,00% | 100,00% |
08/07/2024 | 0,61% | 12,06 CHF | 12,09 CHF | 150 000 | 150 000 | 123 024 | 123 024 | 1 530 050 CHF | 1 534 100 CHF | 100,00% | 100,00% |
05/07/2024 | 0,74% | 12,18 CHF | 12,21 CHF | 150 000 | 150 000 | 122 083 | 122 083 | 1 479 490 CHF | 1 483 310 CHF | 100,00% | 100,00% |
04/07/2024 | 1,60% | 12,23 CHF | 12,38 CHF | 15 000 | 15 000 | 12 302 | 12 302 | 150 517 CHF | 152 400 CHF | 100,00% | 100,00% |
03/07/2024 | 0,63% | 12,55 CHF | 12,58 CHF | 150 000 | 150 000 | 123 045 | 123 045 | 1 551 060 CHF | 1 555 130 CHF | 100,00% | 100,00% |