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% | 10,67 CHF | 10,68 CHF | 63 000 | 63 000 | 27 506 | 27 506 | 298 571 CHF | 298 932 CHF | 99,79% | 99,79% |
15/07/2024 | 0,14% | 11,29 CHF | 11,30 CHF | 61 000 | 61 000 | 27 131 | 27 131 | 305 691 CHF | 306 048 CHF | 99,75% | 99,75% |
12/07/2024 | 0,14% | 11,56 CHF | 11,57 CHF | 60 000 | 60 000 | 27 025 | 27 025 | 303 472 CHF | 303 828 CHF | 99,85% | 99,85% |
11/07/2024 | 0,14% | 11,20 CHF | 11,21 CHF | 61 000 | 61 000 | 26 794 | 26 794 | 303 309 CHF | 303 663 CHF | 99,68% | 99,68% |
10/07/2024 | 0,14% | 11,29 CHF | 11,30 CHF | 61 000 | 61 000 | 27 123 | 27 123 | 301 100 CHF | 301 457 CHF | 99,77% | 99,77% |
09/07/2024 | 0,14% | 10,78 CHF | 10,79 CHF | 63 000 | 63 000 | 27 621 | 27 621 | 300 595 CHF | 300 957 CHF | 99,47% | 99,47% |
08/07/2024 | 0,15% | 10,54 CHF | 10,55 CHF | 64 000 | 64 000 | 28 031 | 28 031 | 295 064 CHF | 295 432 CHF | 99,72% | 99,72% |
05/07/2024 | 0,16% | 10,26 CHF | 10,27 CHF | 65 000 | 65 000 | 29 182 | 29 182 | 288 679 CHF | 289 062 CHF | 99,34% | 99,34% |
04/07/2024 | 0,16% | 9,59 CHF | 9,60 CHF | 24 000 | 24 000 | 20 318 | 20 318 | 196 354 CHF | 196 647 CHF | 97,59% | 97,59% |
03/07/2024 | 0,16% | 9,65 CHF | 9,66 CHF | 68 000 | 68 000 | 29 263 | 29 263 | 282 353 CHF | 282 738 CHF | 97,79% | 97,79% |