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% | 10,90 CHF | 10,93 CHF | 150 000 | 150 000 | 122 993 | 122 993 | 1 422 440 CHF | 1 426 490 CHF | 99,99% | 99,99% |
15/07/2024 | 0,65% | 11,76 CHF | 11,79 CHF | 150 000 | 150 000 | 123 015 | 123 015 | 1 395 530 CHF | 1 399 580 CHF | 99,99% | 99,99% |
12/07/2024 | 0,63% | 11,74 CHF | 11,77 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 465 460 CHF | 1 469 520 CHF | 100,00% | 100,00% |
11/07/2024 | 0,67% | 11,52 CHF | 11,55 CHF | 150 000 | 150 000 | 123 002 | 123 002 | 1 408 150 CHF | 1 412 200 CHF | 100,00% | 100,00% |
10/07/2024 | 0,66% | 11,37 CHF | 11,40 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 393 070 CHF | 1 397 120 CHF | 100,00% | 100,00% |
09/07/2024 | 0,70% | 10,97 CHF | 11,00 CHF | 150 000 | 150 000 | 122 896 | 122 896 | 1 312 280 CHF | 1 316 330 CHF | 100,00% | 100,00% |
08/07/2024 | 0,70% | 10,50 CHF | 10,53 CHF | 150 000 | 150 000 | 123 023 | 123 023 | 1 338 230 CHF | 1 342 290 CHF | 100,00% | 100,00% |
05/07/2024 | 0,85% | 10,62 CHF | 10,65 CHF | 150 000 | 150 000 | 122 083 | 122 083 | 1 288 700 CHF | 1 292 520 CHF | 100,00% | 100,00% |
04/07/2024 | 1,84% | 10,67 CHF | 10,82 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 131 274 CHF | 133 157 CHF | 100,00% | 100,00% |
03/07/2024 | 0,72% | 10,99 CHF | 11,02 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 357 920 CHF | 1 361 990 CHF | 100,00% | 100,00% |