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 | 0,45% | 11,40 CHF | 11,45 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 189 833 CHF | 190 676 CHF | 100,00% | 100,00% |
15/07/2024 | 0,43% | 11,40 CHF | 11,45 CHF | 17 000 | 17 000 | 16 373 | 16 373 | 189 901 CHF | 190 720 CHF | 100,00% | 100,00% |
12/07/2024 | 0,44% | 11,70 CHF | 11,75 CHF | 16 500 | 16 500 | 16 345 | 16 345 | 189 358 CHF | 190 177 CHF | 100,00% | 100,00% |
11/07/2024 | 0,43% | 11,60 CHF | 11,65 CHF | 16 500 | 16 500 | 16 346 | 16 346 | 189 923 CHF | 190 741 CHF | 100,00% | 100,00% |
10/07/2024 | 0,44% | 11,55 CHF | 11,60 CHF | 16 500 | 16 500 | 16 345 | 16 345 | 187 789 CHF | 188 607 CHF | 99,95% | 99,95% |
09/07/2024 | 0,43% | 11,65 CHF | 11,70 CHF | 16 500 | 16 500 | 16 344 | 16 344 | 190 570 CHF | 191 389 CHF | 100,00% | 100,00% |
08/07/2024 | 0,44% | 11,40 CHF | 11,45 CHF | 16 500 | 16 500 | 16 355 | 16 355 | 186 490 CHF | 187 308 CHF | 100,00% | 100,00% |
05/07/2024 | 0,44% | 11,25 CHF | 11,30 CHF | 17 000 | 17 000 | 16 536 | 16 536 | 187 859 CHF | 188 687 CHF | 100,00% | 100,00% |
04/07/2024 | 0,44% | 11,45 CHF | 11,50 CHF | 16 500 | 16 500 | 16 411 | 16 411 | 187 453 CHF | 188 275 CHF | 100,00% | 100,00% |
03/07/2024 | 0,44% | 11,45 CHF | 11,50 CHF | 16 500 | 16 500 | 16 462 | 16 462 | 187 228 CHF | 188 052 CHF | 99,87% | 99,87% |