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 | 0,32% | 58,67 CHF | 58,86 CHF | 10 000 | 10 000 | 9 978 | 9 978 | 585 474 CHF | 587 372 CHF | 100,00% | 100,00% |
15/07/2024 | 0,31% | 61,72 CHF | 61,92 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 635 293 CHF | 637 293 CHF | 100,00% | 100,00% |
12/07/2024 | 0,30% | 66,34 CHF | 66,53 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 631 544 CHF | 633 444 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 61,51 CHF | 61,69 CHF | 10 000 | 10 000 | 9 954 | 9 954 | 608 497 CHF | 610 293 CHF | 100,00% | 100,00% |
10/07/2024 | 0,29% | 59,41 CHF | 59,58 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 577 137 CHF | 578 837 CHF | 100,00% | 100,00% |
09/07/2024 | 0,32% | 55,57 CHF | 55,75 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 582 162 CHF | 584 016 CHF | 100,00% | 100,00% |
08/07/2024 | 0,30% | 60,96 CHF | 61,15 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 627 883 CHF | 629 783 CHF | 100,00% | 100,00% |
05/07/2024 | 0,30% | 61,28 CHF | 61,47 CHF | 10 000 | 10 000 | 9 974 | 9 974 | 631 548 CHF | 633 445 CHF | 100,00% | 100,00% |
04/07/2024 | 0,31% | 62,44 CHF | 62,63 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 620 700 CHF | 622 600 CHF | 100,00% | 100,00% |
03/07/2024 | 0,30% | 60,67 CHF | 60,85 CHF | 10 000 | 10 000 | 9 976 | 9 976 | 600 727 CHF | 602 506 CHF | 100,00% | 100,00% |