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 | 0,83% | 8,17 CHF | 8,20 CHF | 150 000 | 150 000 | 122 868 | 122 868 | 1 085 680 CHF | 1 089 730 CHF | 99,55% | 99,55% |
15/07/2024 | 0,85% | 9,03 CHF | 9,06 CHF | 150 000 | 150 000 | 123 018 | 123 018 | 1 060 710 CHF | 1 064 760 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 9,01 CHF | 9,04 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 130 250 CHF | 1 134 300 CHF | 100,00% | 100,00% |
11/07/2024 | 0,88% | 8,80 CHF | 8,83 CHF | 150 000 | 150 000 | 122 999 | 122 999 | 1 072 750 CHF | 1 076 800 CHF | 100,00% | 100,00% |
10/07/2024 | 0,86% | 8,63 CHF | 8,66 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 056 870 CHF | 1 060 920 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 8,23 CHF | 8,26 CHF | 150 000 | 150 000 | 122 891 | 122 891 | 976 479 CHF | 980 535 CHF | 99,99% | 99,99% |
08/07/2024 | 0,93% | 7,77 CHF | 7,80 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 002 900 CHF | 1 006 950 CHF | 99,99% | 99,99% |
05/07/2024 | 1,14% | 7,89 CHF | 7,92 CHF | 150 000 | 150 000 | 122 081 | 122 081 | 955 133 CHF | 958 948 CHF | 100,00% | 100,00% |
04/07/2024 | 2,46% | 7,93 CHF | 8,08 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 97 587 CHF | 99 470 CHF | 100,00% | 100,00% |
03/07/2024 | 0,96% | 8,25 CHF | 8,28 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 020 300 CHF | 1 024 370 CHF | 100,00% | 100,00% |