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 | 0,39% | 12,39 CHF | 12,40 CHF | 32 000 | 32 000 | 13 038 | 13 038 | 163 437 CHF | 163 863 CHF | 99,87% | 99,87% |
15/07/2024 | 0,38% | 13,02 CHF | 13,03 CHF | 31 000 | 31 000 | 12 753 | 12 753 | 165 616 CHF | 166 031 CHF | 98,92% | 98,92% |
12/07/2024 | 0,40% | 12,87 CHF | 12,88 CHF | 31 000 | 31 000 | 12 942 | 12 942 | 162 334 CHF | 162 759 CHF | 99,51% | 99,51% |
11/07/2024 | 0,37% | 12,81 CHF | 12,82 CHF | 31 000 | 31 000 | 11 968 | 11 968 | 157 742 CHF | 158 116 CHF | 99,90% | 99,90% |
10/07/2024 | 0,38% | 13,36 CHF | 13,37 CHF | 30 000 | 30 000 | 11 938 | 11 938 | 158 293 CHF | 158 669 CHF | 99,58% | 99,58% |
09/07/2024 | 0,37% | 13,11 CHF | 13,12 CHF | 30 000 | 30 000 | 11 890 | 11 890 | 159 527 CHF | 159 902 CHF | 100,00% | 100,00% |
08/07/2024 | 0,38% | 13,27 CHF | 13,28 CHF | 30 000 | 30 000 | 12 530 | 12 530 | 163 862 CHF | 164 274 CHF | 100,00% | 100,00% |
05/07/2024 | 0,41% | 12,78 CHF | 12,79 CHF | 31 000 | 31 000 | 13 213 | 13 213 | 161 944 CHF | 162 367 CHF | 95,45% | 95,45% |
04/07/2024 | 0,47% | 11,72 CHF | 11,76 CHF | 10 000 | 10 000 | 8 388 | 8 388 | 98 742 CHF | 99 188 CHF | 97,96% | 97,96% |
03/07/2024 | 0,36% | 11,82 CHF | 11,83 CHF | 33 000 | 33 000 | 13 892 | 13 892 | 159 085 CHF | 159 462 CHF | 97,37% | 97,37% |