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% | 11,30 CHF | 11,35 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 222 381 CHF | 223 373 CHF | 100,00% | 100,00% |
15/07/2024 | 0,44% | 11,35 CHF | 11,40 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 228 156 CHF | 229 147 CHF | 100,00% | 100,00% |
12/07/2024 | 0,44% | 11,55 CHF | 11,60 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 226 625 CHF | 227 617 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 11,30 CHF | 11,35 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 223 691 CHF | 224 683 CHF | 99,99% | 99,99% |
10/07/2024 | 0,46% | 11,10 CHF | 11,15 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 216 840 CHF | 217 831 CHF | 100,00% | 100,00% |
09/07/2024 | 0,46% | 10,90 CHF | 10,95 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 217 697 CHF | 218 682 CHF | 100,00% | 100,00% |
08/07/2024 | 0,46% | 10,90 CHF | 10,95 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 216 200 CHF | 217 191 CHF | 100,00% | 100,00% |
05/07/2024 | 0,46% | 10,80 CHF | 10,85 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 216 963 CHF | 217 948 CHF | 99,92% | 99,92% |
04/07/2024 | 0,46% | 10,95 CHF | 11,00 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 216 271 CHF | 217 263 CHF | 100,00% | 100,00% |
03/07/2024 | 0,46% | 10,85 CHF | 10,90 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 215 166 CHF | 216 157 CHF | 100,00% | 100,00% |