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 | 0,45% | 10,79 CHF | 10,80 CHF | 32 000 | 32 000 | 13 041 | 13 041 | 142 572 CHF | 142 998 CHF | 99,89% | 99,89% |
15/07/2024 | 0,43% | 11,42 CHF | 11,43 CHF | 31 000 | 31 000 | 12 751 | 12 751 | 145 204 CHF | 145 619 CHF | 98,93% | 98,93% |
12/07/2024 | 0,46% | 11,27 CHF | 11,28 CHF | 31 000 | 31 000 | 12 942 | 12 942 | 141 648 CHF | 142 073 CHF | 99,51% | 99,51% |
11/07/2024 | 0,42% | 11,21 CHF | 11,22 CHF | 31 000 | 31 000 | 11 972 | 11 972 | 138 672 CHF | 139 046 CHF | 99,92% | 99,92% |
10/07/2024 | 0,43% | 11,75 CHF | 11,76 CHF | 30 000 | 30 000 | 11 940 | 11 940 | 139 165 CHF | 139 541 CHF | 99,59% | 99,59% |
09/07/2024 | 0,42% | 11,51 CHF | 11,52 CHF | 30 000 | 30 000 | 11 890 | 11 890 | 140 473 CHF | 140 848 CHF | 100,00% | 100,00% |
08/07/2024 | 0,44% | 11,67 CHF | 11,68 CHF | 30 000 | 30 000 | 12 530 | 12 530 | 143 818 CHF | 144 231 CHF | 100,00% | 100,00% |
05/07/2024 | 0,47% | 11,17 CHF | 11,18 CHF | 31 000 | 31 000 | 13 212 | 13 212 | 140 758 CHF | 141 181 CHF | 95,44% | 95,44% |
04/07/2024 | 0,55% | 10,12 CHF | 10,16 CHF | 10 000 | 10 000 | 8 388 | 8 388 | 85 268 CHF | 85 714 CHF | 97,96% | 97,96% |
03/07/2024 | 0,42% | 10,21 CHF | 10,22 CHF | 33 000 | 33 000 | 13 891 | 13 891 | 136 737 CHF | 137 114 CHF | 97,37% | 97,37% |