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% | 11,70 CHF | 11,75 CHF | 17 422 | 17 422 | 17 499 | 17 499 | 198 165 CHF | 199 041 CHF | 100,00% | 100,00% |
15/07/2024 | 0,45% | 11,45 CHF | 11,50 CHF | 17 607 | 17 607 | 17 579 | 17 579 | 197 407 CHF | 198 287 CHF | 99,99% | 99,99% |
12/07/2024 | 0,45% | 11,40 CHF | 11,45 CHF | 17 641 | 17 641 | 17 539 | 17 539 | 197 615 CHF | 198 493 CHF | 99,98% | 99,98% |
11/07/2024 | 0,43% | 12,00 CHF | 12,05 CHF | 17 205 | 17 205 | 17 273 | 17 273 | 201 050 CHF | 201 914 CHF | 99,08% | 99,08% |
10/07/2024 | 0,44% | 11,45 CHF | 11,50 CHF | 17 535 | 17 535 | 17 306 | 17 306 | 199 109 CHF | 199 975 CHF | 100,00% | 100,00% |
09/07/2024 | 0,44% | 11,25 CHF | 11,30 CHF | 17 627 | 17 627 | 17 293 | 17 293 | 199 310 CHF | 200 176 CHF | 100,00% | 100,00% |
08/07/2024 | 0,44% | 11,55 CHF | 11,60 CHF | 17 472 | 17 472 | 17 304 | 17 304 | 199 494 CHF | 200 360 CHF | 100,00% | 100,00% |
05/07/2024 | 0,45% | 11,70 CHF | 11,75 CHF | 17 382 | 17 382 | 17 489 | 17 489 | 196 985 CHF | 197 861 CHF | 99,61% | 99,61% |
04/07/2024 | 0,46% | 11,05 CHF | 11,10 CHF | 17 791 | 17 791 | 17 619 | 17 619 | 194 100 CHF | 194 982 CHF | 100,00% | 100,00% |
03/07/2024 | 0,46% | 11,15 CHF | 11,20 CHF | 17 695 | 17 695 | 17 645 | 17 645 | 192 826 CHF | 193 709 CHF | 100,00% | 100,00% |