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 | 0,20% | 11,24 CHF | 11,25 CHF | 100 000 | 100 000 | 90 419 | 90 419 | 981 984 CHF | 983 127 CHF | 99,94% | 99,94% |
15/07/2024 | 0,09% | 10,98 CHF | 10,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 075 220 CHF | 1 076 220 CHF | 99,75% | 99,75% |
12/07/2024 | 0,09% | 10,93 CHF | 10,94 CHF | 100 000 | 100 000 | 99 971 | 99 971 | 1 079 590 CHF | 1 080 590 CHF | 98,92% | 98,92% |
11/07/2024 | 0,14% | 11,57 CHF | 11,58 CHF | 100 000 | 100 000 | 95 178 | 95 178 | 1 062 090 CHF | 1 063 160 CHF | 97,11% | 97,11% |
10/07/2024 | 0,09% | 10,97 CHF | 10,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 102 660 CHF | 1 103 660 CHF | 100,00% | 100,00% |
09/07/2024 | 0,09% | 10,74 CHF | 10,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 104 430 CHF | 1 105 430 CHF | 99,97% | 99,97% |
08/07/2024 | 0,09% | 11,05 CHF | 11,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 105 170 CHF | 1 106 170 CHF | 99,99% | 99,99% |
05/07/2024 | 0,09% | 11,22 CHF | 11,23 CHF | 100 000 | 100 000 | 99 967 | 99 967 | 1 078 790 CHF | 1 079 790 CHF | 97,37% | 97,37% |
04/07/2024 | 0,09% | 10,56 CHF | 10,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 053 930 CHF | 1 054 930 CHF | 97,76% | 97,76% |
03/07/2024 | 0,10% | 10,68 CHF | 10,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 045 080 CHF | 1 046 080 CHF | 99,45% | 99,45% |