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 | 0,62% | 11,24 CHF | 11,27 CHF | 150 000 | 150 000 | 122 926 | 122 926 | 1 463 550 CHF | 1 467 600 CHF | 99,55% | 99,55% |
15/07/2024 | 0,63% | 12,10 CHF | 12,13 CHF | 150 000 | 150 000 | 123 016 | 123 016 | 1 437 500 CHF | 1 441 550 CHF | 99,99% | 99,99% |
12/07/2024 | 0,61% | 12,08 CHF | 12,11 CHF | 150 000 | 150 000 | 123 046 | 123 046 | 1 507 750 CHF | 1 511 810 CHF | 100,00% | 100,00% |
11/07/2024 | 0,65% | 11,86 CHF | 11,89 CHF | 150 000 | 150 000 | 122 999 | 122 999 | 1 450 170 CHF | 1 454 230 CHF | 99,99% | 99,99% |
10/07/2024 | 0,64% | 11,71 CHF | 11,74 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 435 240 CHF | 1 439 290 CHF | 100,00% | 100,00% |
09/07/2024 | 0,68% | 11,31 CHF | 11,34 CHF | 150 000 | 150 000 | 122 868 | 122 868 | 1 354 050 CHF | 1 358 110 CHF | 100,00% | 100,00% |
08/07/2024 | 0,68% | 10,84 CHF | 10,87 CHF | 150 000 | 150 000 | 123 024 | 123 024 | 1 380 330 CHF | 1 384 390 CHF | 100,00% | 100,00% |
05/07/2024 | 0,83% | 10,96 CHF | 10,99 CHF | 150 000 | 150 000 | 122 081 | 122 081 | 1 330 500 CHF | 1 334 320 CHF | 100,00% | 100,00% |
04/07/2024 | 1,78% | 11,01 CHF | 11,16 CHF | 15 000 | 15 000 | 12 302 | 12 302 | 135 480 CHF | 137 363 CHF | 100,00% | 100,00% |
03/07/2024 | 0,69% | 11,33 CHF | 11,36 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 400 240 CHF | 1 404 310 CHF | 100,00% | 100,00% |