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 | 0,64% | 10,72 CHF | 10,75 CHF | 150 000 | 150 000 | 123 043 | 123 043 | 1 400 880 CHF | 1 404 930 CHF | 99,99% | 99,99% |
15/07/2024 | 0,66% | 11,58 CHF | 11,61 CHF | 150 000 | 150 000 | 123 035 | 123 035 | 1 373 650 CHF | 1 377 710 CHF | 99,99% | 99,99% |
12/07/2024 | 0,64% | 11,56 CHF | 11,59 CHF | 150 000 | 150 000 | 123 046 | 123 046 | 1 443 620 CHF | 1 447 670 CHF | 100,00% | 100,00% |
11/07/2024 | 0,68% | 11,34 CHF | 11,37 CHF | 150 000 | 150 000 | 123 001 | 123 001 | 1 386 020 CHF | 1 390 070 CHF | 100,00% | 100,00% |
10/07/2024 | 0,67% | 11,19 CHF | 11,22 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 370 880 CHF | 1 374 940 CHF | 100,00% | 100,00% |
09/07/2024 | 0,71% | 10,79 CHF | 10,82 CHF | 150 000 | 150 000 | 122 869 | 122 869 | 1 289 860 CHF | 1 293 910 CHF | 100,00% | 100,00% |
08/07/2024 | 0,71% | 10,32 CHF | 10,35 CHF | 150 000 | 150 000 | 123 023 | 123 023 | 1 316 120 CHF | 1 320 170 CHF | 100,00% | 100,00% |
05/07/2024 | 0,87% | 10,44 CHF | 10,47 CHF | 150 000 | 150 000 | 122 083 | 122 083 | 1 266 690 CHF | 1 270 510 CHF | 100,00% | 100,00% |
04/07/2024 | 1,87% | 10,49 CHF | 10,64 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 129 057 CHF | 130 940 CHF | 100,00% | 100,00% |
03/07/2024 | 0,73% | 10,80 CHF | 10,83 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 335 650 CHF | 1 339 720 CHF | 100,00% | 100,00% |