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 | 0,87% | 10,70 CHF | 10,75 CHF | 4 450 | 4 450 | 2 936 | 2 936 | 32 098 CHF | 32 357 CHF | 99,99% | 99,99% |
15/07/2024 | 0,85% | 11,35 CHF | 11,40 CHF | 4 290 | 4 290 | 2 864 | 2 864 | 32 429 CHF | 32 682 CHF | 99,77% | 99,77% |
12/07/2024 | 0,86% | 11,60 CHF | 11,65 CHF | 4 210 | 4 210 | 2 883 | 2 883 | 32 356 CHF | 32 612 CHF | 100,00% | 100,00% |
11/07/2024 | 0,84% | 11,25 CHF | 11,30 CHF | 4 300 | 4 300 | 2 852 | 2 852 | 32 449 CHF | 32 701 CHF | 99,59% | 99,59% |
10/07/2024 | 0,88% | 11,35 CHF | 11,40 CHF | 4 270 | 4 270 | 2 903 | 2 903 | 32 070 CHF | 32 328 CHF | 99,96% | 99,96% |
09/07/2024 | 0,87% | 10,85 CHF | 10,90 CHF | 4 400 | 4 400 | 2 912 | 2 912 | 31 899 CHF | 32 157 CHF | 99,66% | 99,66% |
08/07/2024 | 0,91% | 10,60 CHF | 10,65 CHF | 4 470 | 4 470 | 2 996 | 2 996 | 31 573 CHF | 31 838 CHF | 99,91% | 99,91% |
05/07/2024 | 0,53% | 10,30 CHF | 10,35 CHF | 4 550 | 4 550 | 3 134 | 3 134 | 30 956 CHF | 31 114 CHF | 99,71% | 99,71% |
04/07/2024 | 0,72% | 9,64 CHF | 9,71 CHF | 952 | 952 | 938 | 938 | 9 114 CHF | 9 179 CHF | 99,13% | 99,13% |
03/07/2024 | 0,48% | 9,72 CHF | 9,74 CHF | 4 740 | 4 740 | 3 164 | 3 164 | 30 785 CHF | 30 919 CHF | 99,49% | 99,49% |