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 | 0,68% | 10,14 CHF | 10,17 CHF | 150 000 | 150 000 | 123 048 | 123 048 | 1 329 400 CHF | 1 333 460 CHF | 100,00% | 100,00% |
15/07/2024 | 0,70% | 11,00 CHF | 11,03 CHF | 150 000 | 150 000 | 123 015 | 123 015 | 1 302 070 CHF | 1 306 130 CHF | 99,99% | 99,99% |
12/07/2024 | 0,67% | 10,98 CHF | 11,01 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 371 930 CHF | 1 375 990 CHF | 100,00% | 100,00% |
11/07/2024 | 0,71% | 10,76 CHF | 10,79 CHF | 150 000 | 150 000 | 122 998 | 122 998 | 1 314 520 CHF | 1 318 580 CHF | 99,99% | 99,99% |
10/07/2024 | 0,70% | 10,61 CHF | 10,64 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 299 240 CHF | 1 303 290 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 10,20 CHF | 10,23 CHF | 150 000 | 150 000 | 122 865 | 122 865 | 1 218 240 CHF | 1 222 290 CHF | 99,99% | 99,99% |
08/07/2024 | 0,75% | 9,73 CHF | 9,76 CHF | 150 000 | 150 000 | 123 023 | 123 023 | 1 244 650 CHF | 1 248 700 CHF | 100,00% | 100,00% |
05/07/2024 | 0,92% | 9,86 CHF | 9,89 CHF | 150 000 | 150 000 | 122 083 | 122 083 | 1 195 590 CHF | 1 199 410 CHF | 100,00% | 100,00% |
04/07/2024 | 1,98% | 9,90 CHF | 10,05 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 121 855 CHF | 123 738 CHF | 100,00% | 100,00% |
03/07/2024 | 0,77% | 10,22 CHF | 10,25 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 263 710 CHF | 1 267 780 CHF | 100,00% | 100,00% |