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 | 0,99% | 29,28 CHF | 29,57 CHF | 12 000 | 4 014 | 12 000 | 4 915 | 350 673 CHF | 145 063 CHF | 100,00% | 100,00% |
15/07/2024 | 0,99% | 29,31 CHF | 29,60 CHF | 10 040 | 11 302 | 10 368 | 11 417 | 304 148 CHF | 338 241 CHF | 100,00% | 100,00% |
12/07/2024 | 0,99% | 29,37 CHF | 29,67 CHF | 11 370 | 5 955 | 11 489 | 7 045 | 335 791 CHF | 207 907 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 29,21 CHF | 29,50 CHF | 11 785 | 10 755 | 11 808 | 11 582 | 345 192 CHF | 341 949 CHF | 100,00% | 100,00% |
10/07/2024 | 1,00% | 29,11 CHF | 29,40 CHF | 7 108 | 4 482 | 7 503 | 5 060 | 217 389 CHF | 148 056 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 28,93 CHF | 29,22 CHF | 11 719 | 9 610 | 11 725 | 10 278 | 339 845 CHF | 300 890 CHF | 100,00% | 100,00% |
08/07/2024 | 1,00% | 28,96 CHF | 29,25 CHF | 11 532 | 6 378 | 11 717 | 6 956 | 339 072 CHF | 203 290 CHF | 99,95% | 99,95% |
05/07/2024 | 1,00% | 28,91 CHF | 29,20 CHF | 11 948 | 9 818 | 11 950 | 10 240 | 345 714 CHF | 299 214 CHF | 100,00% | 100,00% |
04/07/2024 | 1,00% | 28,94 CHF | 29,23 CHF | 11 983 | 9 811 | 11 983 | 10 146 | 346 988 CHF | 296 722 CHF | 100,00% | 100,00% |
03/07/2024 | 1,00% | 28,92 CHF | 29,21 CHF | 10 583 | 8 155 | 11 120 | 11 632 | 320 812 CHF | 338 961 CHF | 99,93% | 99,93% |