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 | 0,47% | 10,85 CHF | 10,90 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 321 383 CHF | 322 871 CHF | 100,00% | 100,00% |
15/07/2024 | 0,46% | 10,90 CHF | 10,95 CHF | 30 000 | 30 000 | 29 682 | 29 682 | 325 458 CHF | 326 944 CHF | 88,73% | 88,73% |
12/07/2024 | 0,46% | 10,95 CHF | 11,00 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 324 589 CHF | 326 076 CHF | 100,00% | 100,00% |
11/07/2024 | 0,46% | 10,85 CHF | 10,90 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 322 285 CHF | 323 772 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 10,75 CHF | 10,80 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 316 842 CHF | 318 329 CHF | 100,00% | 100,00% |
09/07/2024 | 0,47% | 10,65 CHF | 10,70 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 317 810 CHF | 319 297 CHF | 100,00% | 100,00% |
08/07/2024 | 0,47% | 10,65 CHF | 10,70 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 316 566 CHF | 318 052 CHF | 100,00% | 100,00% |
05/07/2024 | 0,47% | 10,60 CHF | 10,65 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 317 304 CHF | 318 791 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 316 531 CHF | 318 016 CHF | 100,00% | 100,00% |
03/07/2024 | 0,47% | 10,65 CHF | 10,70 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 315 604 CHF | 317 092 CHF | 100,00% | 100,00% |