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 | 0,59% | 11,83 CHF | 11,86 CHF | 150 000 | 150 000 | 122 995 | 122 995 | 1 536 710 CHF | 1 540 760 CHF | 100,00% | 100,00% |
15/07/2024 | 0,60% | 12,69 CHF | 12,72 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 509 820 CHF | 1 513 880 CHF | 100,00% | 100,00% |
12/07/2024 | 0,58% | 12,66 CHF | 12,69 CHF | 150 000 | 150 000 | 123 049 | 123 049 | 1 579 910 CHF | 1 583 960 CHF | 100,00% | 100,00% |
11/07/2024 | 0,62% | 12,44 CHF | 12,47 CHF | 150 000 | 150 000 | 123 002 | 123 002 | 1 522 370 CHF | 1 526 430 CHF | 100,00% | 100,00% |
10/07/2024 | 0,61% | 12,30 CHF | 12,33 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 507 580 CHF | 1 511 630 CHF | 100,00% | 100,00% |
09/07/2024 | 0,64% | 11,90 CHF | 11,93 CHF | 150 000 | 150 000 | 122 900 | 122 900 | 1 426 640 CHF | 1 430 690 CHF | 100,00% | 100,00% |
08/07/2024 | 0,64% | 11,42 CHF | 11,45 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 452 420 CHF | 1 456 480 CHF | 99,99% | 99,99% |
05/07/2024 | 0,78% | 11,55 CHF | 11,58 CHF | 150 000 | 150 000 | 122 081 | 122 081 | 1 402 280 CHF | 1 406 090 CHF | 100,00% | 100,00% |
04/07/2024 | 1,69% | 11,60 CHF | 11,75 CHF | 15 000 | 15 000 | 12 302 | 12 302 | 142 735 CHF | 144 618 CHF | 100,00% | 100,00% |
03/07/2024 | 0,66% | 11,92 CHF | 11,95 CHF | 150 000 | 150 000 | 123 043 | 123 043 | 1 472 900 CHF | 1 476 970 CHF | 100,00% | 100,00% |