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 | 0,47% | 10,70 CHF | 10,75 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 105 554 CHF | 106 050 CHF | 100,00% | 100,00% |
15/07/2024 | 0,47% | 10,75 CHF | 10,80 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 106 931 CHF | 107 427 CHF | 99,99% | 99,99% |
12/07/2024 | 0,11% | 8,84 CHF | 8,85 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 88 899 CHF | 88 998 CHF | 99,97% | 99,97% |
11/07/2024 | 0,11% | 9,11 CHF | 9,12 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 90 470 CHF | 90 570 CHF | 99,85% | 99,85% |
10/07/2024 | 0,11% | 9,28 CHF | 9,29 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 92 935 CHF | 93 034 CHF | 100,00% | 100,00% |
09/07/2024 | 0,11% | 9,37 CHF | 9,38 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 91 281 CHF | 91 380 CHF | 99,45% | 99,45% |
08/07/2024 | 0,11% | 9,17 CHF | 9,18 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 90 213 CHF | 90 312 CHF | 100,00% | 100,00% |
05/07/2024 | 0,11% | 9,15 CHF | 9,16 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 87 643 CHF | 87 742 CHF | 99,74% | 99,74% |
04/07/2024 | 0,11% | 8,99 CHF | 9,00 CHF | 10 000 | 10 000 | 9 907 | 9 907 | 89 534 CHF | 89 633 CHF | 100,00% | 100,00% |
03/07/2024 | 0,11% | 9,11 CHF | 9,12 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 90 936 CHF | 91 035 CHF | 100,00% | 100,00% |