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 | 0,46% | 11,35 CHF | 11,40 CHF | 17 418 | 17 418 | 17 499 | 17 499 | 191 952 CHF | 192 828 CHF | 99,93% | 99,93% |
15/07/2024 | 0,46% | 11,10 CHF | 11,15 CHF | 17 606 | 17 606 | 17 579 | 17 579 | 191 196 CHF | 192 076 CHF | 99,94% | 99,94% |
12/07/2024 | 0,46% | 11,05 CHF | 11,10 CHF | 17 655 | 17 655 | 17 538 | 17 538 | 191 412 CHF | 192 289 CHF | 99,98% | 99,98% |
11/07/2024 | 0,45% | 11,65 CHF | 11,70 CHF | 17 205 | 17 205 | 17 273 | 17 273 | 194 937 CHF | 195 801 CHF | 99,10% | 99,10% |
10/07/2024 | 0,45% | 11,10 CHF | 11,15 CHF | 17 533 | 17 533 | 17 305 | 17 305 | 192 977 CHF | 193 843 CHF | 100,00% | 100,00% |
09/07/2024 | 0,45% | 10,85 CHF | 10,90 CHF | 17 625 | 17 625 | 17 293 | 17 293 | 193 177 CHF | 194 043 CHF | 100,00% | 100,00% |
08/07/2024 | 0,45% | 11,20 CHF | 11,25 CHF | 17 466 | 17 466 | 17 304 | 17 304 | 193 377 CHF | 194 243 CHF | 100,00% | 100,00% |
05/07/2024 | 0,46% | 11,30 CHF | 11,35 CHF | 17 378 | 17 378 | 17 489 | 17 489 | 190 787 CHF | 191 662 CHF | 99,95% | 99,95% |
04/07/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 17 792 | 17 792 | 17 618 | 17 618 | 187 809 CHF | 188 691 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 10,80 CHF | 10,85 CHF | 17 716 | 17 716 | 17 645 | 17 645 | 186 560 CHF | 187 443 CHF | 100,00% | 100,00% |