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 | 0,14% | 11,13 CHF | 11,14 CHF | 63 000 | 63 000 | 27 505 | 27 505 | 311 210 CHF | 311 571 CHF | 99,79% | 99,79% |
15/07/2024 | 0,13% | 11,75 CHF | 11,76 CHF | 61 000 | 61 000 | 27 131 | 27 131 | 318 139 CHF | 318 496 CHF | 99,75% | 99,75% |
12/07/2024 | 0,13% | 12,02 CHF | 12,03 CHF | 60 000 | 60 000 | 27 031 | 27 031 | 315 943 CHF | 316 299 CHF | 99,87% | 99,87% |
11/07/2024 | 0,13% | 11,66 CHF | 11,67 CHF | 61 000 | 61 000 | 26 788 | 26 788 | 315 522 CHF | 315 876 CHF | 99,66% | 99,66% |
10/07/2024 | 0,14% | 11,75 CHF | 11,76 CHF | 61 000 | 61 000 | 27 122 | 27 122 | 313 592 CHF | 313 949 CHF | 99,77% | 99,77% |
09/07/2024 | 0,14% | 11,24 CHF | 11,25 CHF | 63 000 | 63 000 | 27 617 | 27 617 | 313 250 CHF | 313 613 CHF | 99,45% | 99,45% |
08/07/2024 | 0,14% | 11,00 CHF | 11,01 CHF | 64 000 | 64 000 | 28 031 | 28 031 | 307 923 CHF | 308 291 CHF | 99,72% | 99,72% |
05/07/2024 | 0,15% | 10,72 CHF | 10,73 CHF | 65 000 | 65 000 | 29 182 | 29 182 | 302 103 CHF | 302 486 CHF | 99,34% | 99,34% |
04/07/2024 | 0,15% | 10,05 CHF | 10,06 CHF | 24 000 | 24 000 | 20 317 | 20 317 | 205 703 CHF | 205 996 CHF | 97,59% | 97,59% |
03/07/2024 | 0,15% | 10,11 CHF | 10,12 CHF | 68 000 | 68 000 | 29 219 | 29 219 | 295 411 CHF | 295 797 CHF | 97,24% | 97,24% |