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 | 0,11% | 9,10 CHF | 9,11 CHF | 75 000 | 75 000 | 74 982 | 74 982 | 675 891 CHF | 676 641 CHF | 100,00% | 100,00% |
15/07/2024 | 0,11% | 9,10 CHF | 9,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 679 610 CHF | 680 360 CHF | 99,99% | 99,99% |
12/07/2024 | 0,11% | 9,13 CHF | 9,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 674 466 CHF | 675 216 CHF | 100,00% | 100,00% |
11/07/2024 | 0,11% | 9,31 CHF | 9,32 CHF | 75 000 | 75 000 | 74 959 | 74 959 | 704 121 CHF | 704 871 CHF | 99,94% | 99,94% |
10/07/2024 | 0,11% | 9,46 CHF | 9,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 702 259 CHF | 703 009 CHF | 100,00% | 100,00% |
09/07/2024 | 0,11% | 9,03 CHF | 9,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 678 628 CHF | 679 378 CHF | 100,00% | 100,00% |
08/07/2024 | 0,11% | 8,75 CHF | 8,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 654 348 CHF | 655 098 CHF | 100,00% | 100,00% |
05/07/2024 | 0,11% | 8,76 CHF | 8,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 654 598 CHF | 655 348 CHF | 99,93% | 99,93% |
04/07/2024 | 0,11% | 8,72 CHF | 8,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 654 037 CHF | 654 787 CHF | 100,00% | 100,00% |
03/07/2024 | 0,12% | 8,55 CHF | 8,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 640 651 CHF | 641 401 CHF | 99,98% | 99,98% |