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 | 0,13% | 11,70 CHF | 11,71 CHF | 63 000 | 63 000 | 27 537 | 27 537 | 327 483 CHF | 327 844 CHF | 99,88% | 99,88% |
15/07/2024 | 0,13% | 12,32 CHF | 12,33 CHF | 61 000 | 61 000 | 27 200 | 27 200 | 334 626 CHF | 334 984 CHF | 99,95% | 99,95% |
12/07/2024 | 0,13% | 12,59 CHF | 12,60 CHF | 60 000 | 60 000 | 27 074 | 27 074 | 332 028 CHF | 332 385 CHF | 99,99% | 99,99% |
11/07/2024 | 0,13% | 12,23 CHF | 12,24 CHF | 61 000 | 61 000 | 26 886 | 26 886 | 332 156 CHF | 332 511 CHF | 99,86% | 99,86% |
10/07/2024 | 0,13% | 12,33 CHF | 12,34 CHF | 61 000 | 61 000 | 27 186 | 27 186 | 330 032 CHF | 330 390 CHF | 99,95% | 99,95% |
09/07/2024 | 0,13% | 11,81 CHF | 11,82 CHF | 63 000 | 63 000 | 27 674 | 27 674 | 329 874 CHF | 330 237 CHF | 99,74% | 99,74% |
08/07/2024 | 0,13% | 11,57 CHF | 11,58 CHF | 64 000 | 64 000 | 28 131 | 28 131 | 325 290 CHF | 325 658 CHF | 100,00% | 100,00% |
05/07/2024 | 0,14% | 11,30 CHF | 11,31 CHF | 65 000 | 65 000 | 29 182 | 29 182 | 319 013 CHF | 319 396 CHF | 99,34% | 99,34% |
04/07/2024 | 0,14% | 10,63 CHF | 10,64 CHF | 24 000 | 24 000 | 20 317 | 20 317 | 217 512 CHF | 217 805 CHF | 97,59% | 97,59% |
03/07/2024 | 0,14% | 10,69 CHF | 10,70 CHF | 68 000 | 68 000 | 29 582 | 29 582 | 316 254 CHF | 316 641 CHF | 98,81% | 98,81% |