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 | 0,17% | 11,64 CHF | 11,66 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 266 539 CHF | 266 999 CHF | 100,00% | 100,00% |
15/07/2024 | 0,17% | 11,65 CHF | 11,67 CHF | 23 000 | 23 000 | 22 908 | 22 908 | 268 321 CHF | 268 779 CHF | 100,00% | 100,00% |
12/07/2024 | 0,17% | 11,68 CHF | 11,70 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 267 933 CHF | 268 393 CHF | 99,99% | 99,99% |
11/07/2024 | 0,17% | 11,73 CHF | 11,75 CHF | 23 000 | 23 000 | 22 915 | 22 915 | 268 972 CHF | 269 430 CHF | 99,98% | 99,98% |
10/07/2024 | 0,17% | 11,71 CHF | 11,73 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 267 893 CHF | 268 353 CHF | 100,00% | 100,00% |
09/07/2024 | 0,17% | 11,55 CHF | 11,57 CHF | 23 000 | 23 000 | 22 973 | 22 973 | 266 101 CHF | 266 561 CHF | 100,00% | 100,00% |
08/07/2024 | 0,17% | 11,53 CHF | 11,55 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 266 214 CHF | 266 674 CHF | 99,70% | 99,70% |
05/07/2024 | 0,18% | 11,34 CHF | 11,36 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 262 127 CHF | 262 587 CHF | 100,00% | 100,00% |
04/07/2024 | 0,18% | 11,39 CHF | 11,41 CHF | 23 000 | 23 000 | 23 000 | 23 000 | 261 777 CHF | 262 237 CHF | 100,00% | 100,00% |
03/07/2024 | 0,18% | 11,23 CHF | 11,25 CHF | 23 000 | 23 000 | 23 243 | 23 243 | 260 403 CHF | 260 868 CHF | 100,00% | 100,00% |