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% | 10,90 CHF | 10,95 CHF | 7 400 | 7 400 | 7 371 | 7 371 | 81 838 CHF | 82 207 CHF | 100,00% | 100,00% |
15/07/2024 | 0,47% | 11,05 CHF | 11,10 CHF | 7 400 | 7 400 | 7 268 | 7 268 | 78 196 CHF | 78 559 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 10,55 CHF | 10,60 CHF | 7 300 | 7 300 | 7 264 | 7 264 | 78 315 CHF | 78 679 CHF | 100,00% | 100,00% |
11/07/2024 | 0,46% | 10,90 CHF | 10,95 CHF | 7 300 | 7 300 | 7 319 | 7 319 | 80 347 CHF | 80 714 CHF | 99,79% | 99,79% |
10/07/2024 | 0,44% | 11,25 CHF | 11,30 CHF | 7 500 | 7 500 | 7 427 | 7 427 | 84 765 CHF | 85 137 CHF | 100,00% | 100,00% |
09/07/2024 | 0,45% | 11,45 CHF | 11,50 CHF | 7 500 | 7 500 | 7 361 | 7 361 | 82 781 CHF | 83 149 CHF | 100,00% | 100,00% |
08/07/2024 | 0,45% | 11,30 CHF | 11,35 CHF | 7 500 | 7 500 | 7 343 | 7 343 | 82 569 CHF | 82 937 CHF | 100,00% | 100,00% |
05/07/2024 | 0,45% | 11,30 CHF | 11,35 CHF | 7 400 | 7 400 | 7 338 | 7 338 | 81 423 CHF | 81 791 CHF | 100,00% | 100,00% |
04/07/2024 | 0,45% | 11,10 CHF | 11,15 CHF | 7 400 | 7 400 | 7 384 | 7 384 | 83 440 CHF | 83 809 CHF | 100,00% | 100,00% |
03/07/2024 | 0,44% | 11,55 CHF | 11,60 CHF | 7 500 | 7 500 | 7 432 | 7 432 | 85 142 CHF | 85 514 CHF | 99,87% | 99,87% |