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 | 0,09% | 11,34 CHF | 11,35 CHF | 45 000 | 45 000 | 44 637 | 44 637 | 499 456 CHF | 499 906 CHF | 99,98% | 99,98% |
15/07/2024 | 0,09% | 11,35 CHF | 11,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 557 749 CHF | 558 249 CHF | 99,98% | 99,98% |
12/07/2024 | 0,09% | 11,14 CHF | 11,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 543 147 CHF | 543 647 CHF | 100,00% | 100,00% |
11/07/2024 | 0,09% | 10,95 CHF | 10,96 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 503 969 CHF | 504 419 CHF | 99,66% | 99,66% |
10/07/2024 | 0,09% | 10,93 CHF | 10,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 544 663 CHF | 545 163 CHF | 100,00% | 100,00% |
09/07/2024 | 0,09% | 10,85 CHF | 10,86 CHF | 50 000 | 50 000 | 49 887 | 49 887 | 541 758 CHF | 542 258 CHF | 99,99% | 99,99% |
08/07/2024 | 0,09% | 10,77 CHF | 10,78 CHF | 50 000 | 50 000 | 49 913 | 49 913 | 535 492 CHF | 535 992 CHF | 98,72% | 98,72% |
05/07/2024 | 0,09% | 10,62 CHF | 10,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 526 696 CHF | 527 196 CHF | 99,91% | 99,91% |
04/07/2024 | 0,09% | 10,54 CHF | 10,55 CHF | 25 000 | 25 000 | 44 542 | 44 542 | 471 452 CHF | 471 898 CHF | 100,00% | 100,00% |
03/07/2024 | 0,10% | 10,47 CHF | 10,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 521 329 CHF | 521 829 CHF | 100,00% | 100,00% |