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 | 0,45% | 15,80 CHF | 15,87 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 78 372 CHF | 78 722 CHF | 99,97% | 99,97% |
15/07/2024 | 0,25% | 15,99 CHF | 16,03 CHF | 7 700 | 7 700 | 7 719 | 7 719 | 124 265 CHF | 124 574 CHF | 99,99% | 99,99% |
12/07/2024 | 0,43% | 11,27 CHF | 11,32 CHF | 6 500 | 6 500 | 6 502 | 6 502 | 75 601 CHF | 75 926 CHF | 99,98% | 99,98% |
11/07/2024 | 0,41% | 11,95 CHF | 12,00 CHF | 6 300 | 6 300 | 6 301 | 6 301 | 75 810 CHF | 76 125 CHF | 99,78% | 99,78% |
10/07/2024 | 0,39% | 12,42 CHF | 12,47 CHF | 6 200 | 6 200 | 6 248 | 6 248 | 79 292 CHF | 79 604 CHF | 99,99% | 99,99% |
09/07/2024 | 0,41% | 12,66 CHF | 12,71 CHF | 6 600 | 6 600 | 6 474 | 6 474 | 79 338 CHF | 79 662 CHF | 99,73% | 99,73% |
08/07/2024 | 0,42% | 12,12 CHF | 12,17 CHF | 6 600 | 6 600 | 6 601 | 6 601 | 78 942 CHF | 79 272 CHF | 99,98% | 99,98% |
05/07/2024 | 0,44% | 12,04 CHF | 12,09 CHF | 6 900 | 6 900 | 6 771 | 6 771 | 76 524 CHF | 76 862 CHF | 99,80% | 99,80% |
04/07/2024 | 0,42% | 11,63 CHF | 11,68 CHF | 6 500 | 6 500 | 6 500 | 6 500 | 76 472 CHF | 76 797 CHF | 100,00% | 100,00% |
03/07/2024 | 0,41% | 11,95 CHF | 12,00 CHF | 6 300 | 6 300 | 6 360 | 6 360 | 77 161 CHF | 77 479 CHF | 100,00% | 100,00% |