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 | 0,30% | 43,36 CHF | 43,49 CHF | 10 000 | 10 000 | 9 999 | 10 000 | 427 393 CHF | 428 724 CHF | 100,00% | 100,00% |
15/07/2024 | 0,29% | 43,71 CHF | 43,84 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 448 223 CHF | 449 523 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 44,96 CHF | 45,09 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 442 936 CHF | 444 236 CHF | 100,00% | 100,00% |
11/07/2024 | 0,28% | 43,41 CHF | 43,53 CHF | 10 000 | 10 000 | 9 977 | 9 977 | 431 564 CHF | 432 762 CHF | 100,00% | 100,00% |
10/07/2024 | 0,29% | 41,82 CHF | 41,94 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 408 707 CHF | 409 907 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 40,50 CHF | 40,62 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 411 803 CHF | 413 003 CHF | 100,00% | 100,00% |
08/07/2024 | 0,29% | 40,58 CHF | 40,70 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 609 753 CHF | 611 553 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 40,04 CHF | 40,16 CHF | 10 000 | 10 000 | 9 977 | 9 977 | 408 357 CHF | 409 555 CHF | 100,00% | 100,00% |
04/07/2024 | 0,29% | 41,04 CHF | 41,16 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 610 555 CHF | 612 355 CHF | 100,00% | 100,00% |
03/07/2024 | 0,30% | 40,37 CHF | 40,49 CHF | 15 000 | 15 000 | 14 966 | 14 965 | 603 535 CHF | 605 304 CHF | 100,00% | 100,00% |