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 | 0,46% | 10,95 CHF | 11,00 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 322 482 CHF | 323 965 CHF | 100,00% | 100,00% |
15/07/2024 | 0,45% | 11,00 CHF | 11,05 CHF | 30 000 | 30 000 | 29 707 | 29 707 | 331 016 CHF | 332 494 CHF | 96,11% | 96,11% |
12/07/2024 | 0,46% | 11,15 CHF | 11,20 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 328 950 CHF | 330 437 CHF | 100,00% | 100,00% |
11/07/2024 | 0,46% | 10,95 CHF | 11,00 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 324 590 CHF | 326 078 CHF | 99,95% | 99,95% |
10/07/2024 | 0,48% | 10,70 CHF | 10,75 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 314 073 CHF | 315 560 CHF | 100,00% | 100,00% |
09/07/2024 | 0,47% | 10,50 CHF | 10,55 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 315 558 CHF | 317 044 CHF | 100,00% | 100,00% |
08/07/2024 | 0,48% | 10,55 CHF | 10,60 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 313 260 CHF | 314 746 CHF | 100,00% | 100,00% |
05/07/2024 | 0,48% | 10,45 CHF | 10,50 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 314 351 CHF | 315 837 CHF | 99,74% | 99,74% |
04/07/2024 | 0,48% | 10,60 CHF | 10,65 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 313 493 CHF | 314 978 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 10,50 CHF | 10,55 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 311 895 CHF | 313 381 CHF | 99,92% | 99,92% |