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 | 0,57% | 12,33 CHF | 12,36 CHF | 150 000 | 150 000 | 122 930 | 122 930 | 1 596 830 CHF | 1 600 880 CHF | 99,55% | 99,55% |
15/07/2024 | 0,58% | 13,18 CHF | 13,21 CHF | 150 000 | 150 000 | 123 019 | 123 019 | 1 570 560 CHF | 1 574 610 CHF | 100,00% | 100,00% |
12/07/2024 | 0,56% | 13,16 CHF | 13,19 CHF | 150 000 | 150 000 | 123 053 | 123 053 | 1 641 000 CHF | 1 645 050 CHF | 100,00% | 100,00% |
11/07/2024 | 0,59% | 12,94 CHF | 12,97 CHF | 150 000 | 150 000 | 122 999 | 122 999 | 1 583 430 CHF | 1 587 480 CHF | 99,99% | 99,99% |
10/07/2024 | 0,59% | 12,80 CHF | 12,83 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 568 800 CHF | 1 572 850 CHF | 100,00% | 100,00% |
09/07/2024 | 0,62% | 12,39 CHF | 12,42 CHF | 150 000 | 150 000 | 122 901 | 122 901 | 1 487 760 CHF | 1 491 810 CHF | 100,00% | 100,00% |
08/07/2024 | 0,62% | 11,92 CHF | 11,95 CHF | 150 000 | 150 000 | 123 024 | 123 024 | 1 513 550 CHF | 1 517 610 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 12,05 CHF | 12,08 CHF | 150 000 | 150 000 | 122 083 | 122 083 | 1 463 020 CHF | 1 466 830 CHF | 100,00% | 100,00% |
04/07/2024 | 1,62% | 12,10 CHF | 12,25 CHF | 15 000 | 15 000 | 12 302 | 12 302 | 148 877 CHF | 150 760 CHF | 100,00% | 100,00% |
03/07/2024 | 0,63% | 12,42 CHF | 12,45 CHF | 150 000 | 150 000 | 123 046 | 123 046 | 1 534 400 CHF | 1 538 470 CHF | 100,00% | 100,00% |