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 | 0,12% | 8,54 CHF | 8,55 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 416 256 CHF | 416 756 CHF | 99,98% | 99,98% |
15/07/2024 | 0,12% | 8,54 CHF | 8,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 417 895 CHF | 418 395 CHF | 99,99% | 99,99% |
12/07/2024 | 0,12% | 8,35 CHF | 8,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 404 336 CHF | 404 836 CHF | 100,00% | 100,00% |
11/07/2024 | 0,12% | 8,17 CHF | 8,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 420 215 CHF | 420 715 CHF | 99,88% | 99,88% |
10/07/2024 | 0,12% | 8,14 CHF | 8,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 405 634 CHF | 406 134 CHF | 100,00% | 100,00% |
09/07/2024 | 0,12% | 8,07 CHF | 8,08 CHF | 50 000 | 50 000 | 49 886 | 49 886 | 403 190 CHF | 403 690 CHF | 99,99% | 99,99% |
08/07/2024 | 0,13% | 8,00 CHF | 8,01 CHF | 55 000 | 55 000 | 54 908 | 54 908 | 437 445 CHF | 437 995 CHF | 98,70% | 98,70% |
05/07/2024 | 0,13% | 7,86 CHF | 7,87 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 428 514 CHF | 429 064 CHF | 99,91% | 99,91% |
04/07/2024 | 0,13% | 7,80 CHF | 7,81 CHF | 30 000 | 30 000 | 49 542 | 49 542 | 388 420 CHF | 388 915 CHF | 100,00% | 100,00% |
03/07/2024 | 0,13% | 7,73 CHF | 7,74 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 422 653 CHF | 423 203 CHF | 99,09% | 99,09% |