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 | 0,71% | 9,65 CHF | 9,68 CHF | 150 000 | 150 000 | 122 991 | 122 991 | 1 268 230 CHF | 1 272 280 CHF | 100,00% | 100,00% |
15/07/2024 | 0,73% | 10,51 CHF | 10,54 CHF | 150 000 | 150 000 | 123 018 | 123 018 | 1 241 640 CHF | 1 245 700 CHF | 100,00% | 100,00% |
12/07/2024 | 0,70% | 10,49 CHF | 10,52 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 311 400 CHF | 1 315 460 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 10,27 CHF | 10,30 CHF | 150 000 | 150 000 | 123 001 | 123 001 | 1 253 980 CHF | 1 258 040 CHF | 100,00% | 100,00% |
10/07/2024 | 0,74% | 10,11 CHF | 10,14 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 238 580 CHF | 1 242 640 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 9,71 CHF | 9,74 CHF | 150 000 | 150 000 | 122 895 | 122 895 | 1 157 940 CHF | 1 162 000 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 9,24 CHF | 9,27 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 184 090 CHF | 1 188 150 CHF | 99,99% | 99,99% |
05/07/2024 | 0,96% | 9,37 CHF | 9,40 CHF | 150 000 | 150 000 | 122 080 | 122 080 | 1 135 380 CHF | 1 139 200 CHF | 100,00% | 100,00% |
04/07/2024 | 2,08% | 9,41 CHF | 9,56 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 115 789 CHF | 117 672 CHF | 100,00% | 100,00% |
03/07/2024 | 0,81% | 9,73 CHF | 9,76 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 202 740 CHF | 1 206 810 CHF | 100,00% | 100,00% |