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 | 0,40% | 12,01 CHF | 12,02 CHF | 32 000 | 32 000 | 13 042 | 13 042 | 158 605 CHF | 159 031 CHF | 99,89% | 99,89% |
15/07/2024 | 0,39% | 12,65 CHF | 12,66 CHF | 31 000 | 31 000 | 12 753 | 12 753 | 160 852 CHF | 161 268 CHF | 98,92% | 98,92% |
12/07/2024 | 0,42% | 12,49 CHF | 12,50 CHF | 31 000 | 31 000 | 12 912 | 12 912 | 157 150 CHF | 157 574 CHF | 99,82% | 99,82% |
11/07/2024 | 0,38% | 12,43 CHF | 12,44 CHF | 31 000 | 31 000 | 11 964 | 11 964 | 153 236 CHF | 153 611 CHF | 99,88% | 99,88% |
10/07/2024 | 0,39% | 12,98 CHF | 12,99 CHF | 30 000 | 30 000 | 11 940 | 11 940 | 153 846 CHF | 154 222 CHF | 99,59% | 99,59% |
09/07/2024 | 0,38% | 12,73 CHF | 12,74 CHF | 30 000 | 30 000 | 11 890 | 11 890 | 155 077 CHF | 155 452 CHF | 100,00% | 100,00% |
08/07/2024 | 0,39% | 12,90 CHF | 12,91 CHF | 30 000 | 30 000 | 12 530 | 12 530 | 159 185 CHF | 159 597 CHF | 100,00% | 100,00% |
05/07/2024 | 0,42% | 12,40 CHF | 12,41 CHF | 31 000 | 31 000 | 13 211 | 13 211 | 156 971 CHF | 157 394 CHF | 95,44% | 95,44% |
04/07/2024 | 0,49% | 11,35 CHF | 11,39 CHF | 10 000 | 10 000 | 8 388 | 8 388 | 95 586 CHF | 96 032 CHF | 97,96% | 97,96% |
03/07/2024 | 0,38% | 11,44 CHF | 11,45 CHF | 33 000 | 33 000 | 13 893 | 13 893 | 153 868 CHF | 154 246 CHF | 97,38% | 97,38% |