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% | 10,90 CHF | 10,91 CHF | 63 000 | 63 000 | 27 501 | 27 501 | 304 827 CHF | 305 188 CHF | 99,78% | 99,78% |
15/07/2024 | 0,13% | 11,52 CHF | 11,53 CHF | 61 000 | 61 000 | 27 131 | 27 131 | 311 906 CHF | 312 263 CHF | 99,76% | 99,76% |
12/07/2024 | 0,14% | 11,79 CHF | 11,80 CHF | 60 000 | 60 000 | 27 034 | 27 034 | 309 755 CHF | 310 111 CHF | 99,88% | 99,88% |
11/07/2024 | 0,13% | 11,43 CHF | 11,44 CHF | 61 000 | 61 000 | 26 798 | 26 798 | 309 468 CHF | 309 822 CHF | 99,60% | 99,60% |
10/07/2024 | 0,14% | 11,52 CHF | 11,53 CHF | 61 000 | 61 000 | 27 123 | 27 123 | 307 336 CHF | 307 693 CHF | 99,77% | 99,77% |
09/07/2024 | 0,14% | 11,01 CHF | 11,02 CHF | 63 000 | 63 000 | 27 620 | 27 620 | 306 904 CHF | 307 266 CHF | 99,46% | 99,46% |
08/07/2024 | 0,15% | 10,77 CHF | 10,78 CHF | 64 000 | 64 000 | 28 028 | 28 028 | 301 443 CHF | 301 810 CHF | 99,71% | 99,71% |
05/07/2024 | 0,15% | 10,49 CHF | 10,50 CHF | 65 000 | 65 000 | 29 183 | 29 183 | 295 402 CHF | 295 785 CHF | 99,34% | 99,34% |
04/07/2024 | 0,15% | 9,82 CHF | 9,83 CHF | 24 000 | 24 000 | 20 318 | 20 318 | 201 021 CHF | 201 314 CHF | 97,59% | 97,59% |
03/07/2024 | 0,16% | 9,88 CHF | 9,89 CHF | 68 000 | 68 000 | 29 259 | 29 259 | 289 043 CHF | 289 428 CHF | 97,76% | 97,76% |