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 | 0,37% | 13,60 CHF | 13,65 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 134 559 CHF | 135 055 CHF | 100,00% | 100,00% |
15/07/2024 | 0,37% | 13,70 CHF | 13,75 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 135 922 CHF | 136 418 CHF | 100,00% | 100,00% |
12/07/2024 | 0,42% | 11,75 CHF | 11,80 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 117 671 CHF | 118 166 CHF | 100,00% | 100,00% |
11/07/2024 | 0,42% | 12,00 CHF | 12,05 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 119 248 CHF | 119 743 CHF | 98,99% | 98,99% |
10/07/2024 | 0,41% | 12,20 CHF | 12,25 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 121 715 CHF | 122 210 CHF | 100,00% | 100,00% |
09/07/2024 | 0,42% | 12,25 CHF | 12,30 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 120 070 CHF | 120 566 CHF | 99,54% | 99,54% |
08/07/2024 | 0,42% | 12,10 CHF | 12,15 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 118 963 CHF | 119 459 CHF | 100,00% | 100,00% |
05/07/2024 | 0,43% | 12,05 CHF | 12,10 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 116 430 CHF | 116 926 CHF | 100,00% | 100,00% |
04/07/2024 | 0,42% | 11,90 CHF | 11,95 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 118 360 CHF | 118 856 CHF | 100,00% | 100,00% |
03/07/2024 | 0,42% | 12,00 CHF | 12,05 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 119 760 CHF | 120 256 CHF | 100,00% | 100,00% |