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 | 0,08% | 12,23 CHF | 12,24 CHF | 80 000 | 80 000 | 79 362 | 79 362 | 958 072 CHF | 958 872 CHF | 99,98% | 99,98% |
15/07/2024 | 0,08% | 12,27 CHF | 12,28 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 964 201 CHF | 965 001 CHF | 99,99% | 99,99% |
12/07/2024 | 0,09% | 12,01 CHF | 12,02 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 935 334 CHF | 936 134 CHF | 99,95% | 99,95% |
11/07/2024 | 0,08% | 11,80 CHF | 11,81 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 962 232 CHF | 963 032 CHF | 99,66% | 99,66% |
10/07/2024 | 0,09% | 11,72 CHF | 11,73 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 934 721 CHF | 935 521 CHF | 100,00% | 100,00% |
09/07/2024 | 0,09% | 11,63 CHF | 11,64 CHF | 80 000 | 80 000 | 79 822 | 79 822 | 929 562 CHF | 930 362 CHF | 99,99% | 99,99% |
08/07/2024 | 0,09% | 11,55 CHF | 11,56 CHF | 80 000 | 80 000 | 79 869 | 79 869 | 918 251 CHF | 919 051 CHF | 98,69% | 98,69% |
05/07/2024 | 0,09% | 11,38 CHF | 11,39 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 901 153 CHF | 901 953 CHF | 99,92% | 99,92% |
04/07/2024 | 0,09% | 11,26 CHF | 11,27 CHF | 40 000 | 40 000 | 71 268 | 71 268 | 805 660 CHF | 806 372 CHF | 100,00% | 100,00% |
03/07/2024 | 0,09% | 11,18 CHF | 11,19 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 888 497 CHF | 889 297 CHF | 100,00% | 100,00% |