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 | 0,67% | 10,34 CHF | 10,37 CHF | 150 000 | 150 000 | 122 992 | 122 992 | 1 353 940 CHF | 1 358 000 CHF | 100,00% | 100,00% |
15/07/2024 | 0,69% | 11,20 CHF | 11,23 CHF | 150 000 | 150 000 | 123 018 | 123 018 | 1 327 160 CHF | 1 331 210 CHF | 100,00% | 100,00% |
12/07/2024 | 0,66% | 11,18 CHF | 11,21 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 397 020 CHF | 1 401 070 CHF | 100,00% | 100,00% |
11/07/2024 | 0,70% | 10,96 CHF | 10,99 CHF | 150 000 | 150 000 | 122 999 | 122 999 | 1 339 660 CHF | 1 343 710 CHF | 99,99% | 99,99% |
10/07/2024 | 0,69% | 10,81 CHF | 10,84 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 324 470 CHF | 1 328 520 CHF | 100,00% | 100,00% |
09/07/2024 | 0,74% | 10,41 CHF | 10,44 CHF | 150 000 | 150 000 | 122 897 | 122 897 | 1 243 760 CHF | 1 247 810 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 9,94 CHF | 9,97 CHF | 150 000 | 150 000 | 123 023 | 123 023 | 1 269 830 CHF | 1 273 890 CHF | 100,00% | 100,00% |
05/07/2024 | 0,90% | 10,06 CHF | 10,09 CHF | 150 000 | 150 000 | 122 081 | 122 081 | 1 220 600 CHF | 1 224 410 CHF | 100,00% | 100,00% |
04/07/2024 | 1,94% | 10,11 CHF | 10,26 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 124 396 CHF | 126 279 CHF | 100,00% | 100,00% |
03/07/2024 | 0,76% | 10,43 CHF | 10,46 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 288 980 CHF | 1 293 050 CHF | 100,00% | 100,00% |