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 | 0,63% | 10,91 CHF | 10,94 CHF | 150 000 | 150 000 | 123 048 | 123 048 | 1 424 690 CHF | 1 428 750 CHF | 100,00% | 100,00% |
15/07/2024 | 0,65% | 11,77 CHF | 11,80 CHF | 150 000 | 150 000 | 123 019 | 123 019 | 1 397 170 CHF | 1 401 230 CHF | 100,00% | 100,00% |
12/07/2024 | 0,63% | 11,75 CHF | 11,78 CHF | 150 000 | 150 000 | 123 046 | 123 046 | 1 467 310 CHF | 1 471 370 CHF | 100,00% | 100,00% |
11/07/2024 | 0,67% | 11,53 CHF | 11,56 CHF | 150 000 | 150 000 | 122 999 | 122 999 | 1 409 750 CHF | 1 413 800 CHF | 99,99% | 99,99% |
10/07/2024 | 0,66% | 11,39 CHF | 11,42 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 394 730 CHF | 1 398 790 CHF | 100,00% | 100,00% |
09/07/2024 | 0,70% | 10,98 CHF | 11,01 CHF | 150 000 | 150 000 | 122 867 | 122 867 | 1 313 570 CHF | 1 317 630 CHF | 100,00% | 100,00% |
08/07/2024 | 0,70% | 10,51 CHF | 10,54 CHF | 150 000 | 150 000 | 123 024 | 123 024 | 1 339 920 CHF | 1 343 970 CHF | 100,00% | 100,00% |
05/07/2024 | 0,85% | 10,64 CHF | 10,67 CHF | 150 000 | 150 000 | 122 080 | 122 080 | 1 290 280 CHF | 1 294 090 CHF | 100,00% | 100,00% |
04/07/2024 | 1,83% | 10,68 CHF | 10,83 CHF | 15 000 | 15 000 | 12 302 | 12 302 | 131 420 CHF | 133 303 CHF | 100,00% | 100,00% |
03/07/2024 | 0,72% | 11,00 CHF | 11,03 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 359 530 CHF | 1 363 600 CHF | 99,99% | 99,99% |