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% | 11,40 CHF | 11,45 CHF | 53 000 | 53 000 | 52 629 | 52 629 | 590 903 CHF | 593 536 CHF | 99,73% | 99,73% |
15/07/2024 | 0,43% | 11,50 CHF | 11,55 CHF | 52 000 | 52 000 | 50 625 | 50 625 | 596 175 CHF | 598 709 CHF | 100,00% | 100,00% |
12/07/2024 | 0,43% | 11,80 CHF | 11,85 CHF | 53 000 | 53 000 | 52 502 | 52 502 | 611 067 CHF | 613 695 CHF | 100,00% | 100,00% |
11/07/2024 | 0,44% | 11,40 CHF | 11,45 CHF | 54 000 | 54 000 | 53 501 | 53 501 | 607 943 CHF | 610 621 CHF | 99,26% | 99,26% |
10/07/2024 | 0,47% | 11,00 CHF | 11,05 CHF | 56 000 | 56 000 | 56 374 | 56 374 | 605 241 CHF | 608 062 CHF | 100,00% | 100,00% |
09/07/2024 | 0,47% | 10,65 CHF | 10,70 CHF | 56 000 | 56 000 | 55 513 | 55 513 | 600 519 CHF | 603 297 CHF | 100,00% | 100,00% |
08/07/2024 | 0,47% | 10,65 CHF | 10,70 CHF | 57 000 | 57 000 | 56 464 | 56 464 | 602 949 CHF | 605 775 CHF | 100,00% | 100,00% |
05/07/2024 | 0,47% | 10,50 CHF | 10,55 CHF | 56 000 | 56 000 | 55 472 | 55 472 | 596 471 CHF | 599 248 CHF | 99,76% | 99,76% |
04/07/2024 | 0,47% | 10,80 CHF | 10,85 CHF | 57 000 | 57 000 | 56 465 | 56 465 | 603 716 CHF | 606 542 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 10,60 CHF | 10,65 CHF | 57 000 | 57 000 | 56 465 | 56 465 | 597 994 CHF | 600 820 CHF | 100,00% | 100,00% |