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 | 0,44% | 11,95 CHF | 12,00 CHF | 80 000 | 80 000 | 79 301 | 79 301 | 913 894 CHF | 917 863 CHF | 99,93% | 99,93% |
15/07/2024 | 0,44% | 11,45 CHF | 11,50 CHF | 80 000 | 80 000 | 79 422 | 79 422 | 903 738 CHF | 907 713 CHF | 99,75% | 99,75% |
12/07/2024 | 0,45% | 11,25 CHF | 11,30 CHF | 80 000 | 80 000 | 79 423 | 79 423 | 881 860 CHF | 885 834 CHF | 99,76% | 99,76% |
11/07/2024 | 0,46% | 11,05 CHF | 11,10 CHF | 80 000 | 80 000 | 79 291 | 79 291 | 871 481 CHF | 875 449 CHF | 99,87% | 99,87% |
10/07/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 80 000 | 80 000 | 79 398 | 79 398 | 844 880 CHF | 848 853 CHF | 99,79% | 99,79% |
09/07/2024 | 0,47% | 10,60 CHF | 10,65 CHF | 80 000 | 80 000 | 79 309 | 79 307 | 847 165 CHF | 851 116 CHF | 99,87% | 99,87% |
08/07/2024 | 0,47% | 10,85 CHF | 10,90 CHF | 80 000 | 80 000 | 79 473 | 79 473 | 853 719 CHF | 857 696 CHF | 99,69% | 99,69% |
05/07/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 80 000 | 80 000 | 79 376 | 79 374 | 848 266 CHF | 852 216 CHF | 99,82% | 99,82% |
04/07/2024 | 0,47% | 10,75 CHF | 10,80 CHF | 80 000 | 80 000 | 79 438 | 79 438 | 854 902 CHF | 858 878 CHF | 99,74% | 99,74% |
03/07/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 80 000 | 80 000 | 79 370 | 79 370 | 857 198 CHF | 861 170 CHF | 99,83% | 99,83% |