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 | 0,60% | 11,68 CHF | 11,71 CHF | 150 000 | 150 000 | 123 051 | 123 051 | 1 518 370 CHF | 1 522 430 CHF | 100,00% | 100,00% |
15/07/2024 | 0,61% | 12,53 CHF | 12,56 CHF | 150 000 | 150 000 | 123 019 | 123 019 | 1 490 590 CHF | 1 494 640 CHF | 100,00% | 100,00% |
12/07/2024 | 0,59% | 12,51 CHF | 12,54 CHF | 150 000 | 150 000 | 123 049 | 123 049 | 1 560 880 CHF | 1 564 940 CHF | 100,00% | 100,00% |
11/07/2024 | 0,62% | 12,29 CHF | 12,32 CHF | 150 000 | 150 000 | 122 999 | 122 999 | 1 503 290 CHF | 1 507 350 CHF | 99,99% | 99,99% |
10/07/2024 | 0,62% | 12,15 CHF | 12,18 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 488 490 CHF | 1 492 540 CHF | 100,00% | 100,00% |
09/07/2024 | 0,65% | 11,74 CHF | 11,77 CHF | 150 000 | 150 000 | 122 866 | 122 866 | 1 407 190 CHF | 1 411 240 CHF | 99,99% | 99,99% |
08/07/2024 | 0,65% | 11,27 CHF | 11,30 CHF | 150 000 | 150 000 | 123 023 | 123 023 | 1 433 450 CHF | 1 437 500 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 11,40 CHF | 11,43 CHF | 150 000 | 150 000 | 122 083 | 122 083 | 1 383 370 CHF | 1 387 180 CHF | 100,00% | 100,00% |
04/07/2024 | 1,71% | 11,44 CHF | 11,59 CHF | 15 000 | 15 000 | 12 302 | 12 302 | 140 822 CHF | 142 705 CHF | 100,00% | 100,00% |
03/07/2024 | 0,67% | 11,76 CHF | 11,79 CHF | 150 000 | 150 000 | 123 043 | 123 043 | 1 453 750 CHF | 1 457 820 CHF | 100,00% | 100,00% |