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 | 0,80% | 8,44 CHF | 8,47 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 1 119 800 CHF | 1 123 850 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 9,30 CHF | 9,33 CHF | 150 000 | 150 000 | 123 016 | 123 016 | 1 093 030 CHF | 1 097 090 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 9,28 CHF | 9,31 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 162 650 CHF | 1 166 710 CHF | 100,00% | 100,00% |
11/07/2024 | 0,85% | 9,06 CHF | 9,09 CHF | 150 000 | 150 000 | 122 999 | 122 999 | 1 105 110 CHF | 1 109 170 CHF | 100,00% | 100,00% |
10/07/2024 | 0,84% | 8,90 CHF | 8,93 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 089 360 CHF | 1 093 410 CHF | 100,00% | 100,00% |
09/07/2024 | 0,91% | 8,50 CHF | 8,53 CHF | 150 000 | 150 000 | 122 864 | 122 864 | 1 008 750 CHF | 1 012 800 CHF | 100,00% | 100,00% |
08/07/2024 | 0,90% | 8,03 CHF | 8,06 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 035 270 CHF | 1 039 320 CHF | 99,99% | 99,99% |
05/07/2024 | 1,11% | 8,15 CHF | 8,18 CHF | 150 000 | 150 000 | 122 081 | 122 081 | 987 348 CHF | 991 163 CHF | 100,00% | 100,00% |
04/07/2024 | 2,39% | 8,19 CHF | 8,34 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 100 836 CHF | 102 719 CHF | 100,00% | 100,00% |
03/07/2024 | 0,93% | 8,51 CHF | 8,54 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 052 920 CHF | 1 056 990 CHF | 100,00% | 100,00% |