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 | 0,70% | 9,78 CHF | 9,81 CHF | 150 000 | 150 000 | 122 923 | 122 923 | 1 283 230 CHF | 1 287 290 CHF | 99,55% | 99,55% |
15/07/2024 | 0,72% | 10,64 CHF | 10,67 CHF | 150 000 | 150 000 | 123 037 | 123 037 | 1 257 670 CHF | 1 261 720 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 10,61 CHF | 10,64 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 327 270 CHF | 1 331 330 CHF | 100,00% | 100,00% |
11/07/2024 | 0,74% | 10,39 CHF | 10,42 CHF | 150 000 | 150 000 | 123 001 | 123 001 | 1 269 860 CHF | 1 273 910 CHF | 100,00% | 100,00% |
10/07/2024 | 0,73% | 10,24 CHF | 10,27 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 254 470 CHF | 1 258 530 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 9,84 CHF | 9,87 CHF | 150 000 | 150 000 | 122 865 | 122 865 | 1 173 560 CHF | 1 177 620 CHF | 100,00% | 100,00% |
08/07/2024 | 0,78% | 9,37 CHF | 9,40 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 199 960 CHF | 1 204 020 CHF | 99,99% | 99,99% |
05/07/2024 | 0,95% | 9,50 CHF | 9,53 CHF | 150 000 | 150 000 | 122 081 | 122 081 | 1 151 160 CHF | 1 154 980 CHF | 100,00% | 100,00% |
04/07/2024 | 2,05% | 9,54 CHF | 9,69 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 117 386 CHF | 119 269 CHF | 100,00% | 100,00% |
03/07/2024 | 0,80% | 9,86 CHF | 9,89 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 218 700 CHF | 1 222 770 CHF | 100,00% | 100,00% |