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 | 0,73% | 9,40 CHF | 9,43 CHF | 150 000 | 150 000 | 122 988 | 122 988 | 1 237 250 CHF | 1 241 310 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 10,26 CHF | 10,29 CHF | 150 000 | 150 000 | 123 016 | 123 016 | 1 210 740 CHF | 1 214 800 CHF | 100,00% | 100,00% |
12/07/2024 | 0,72% | 10,23 CHF | 10,26 CHF | 150 000 | 150 000 | 123 023 | 123 023 | 1 280 460 CHF | 1 284 510 CHF | 99,99% | 99,99% |
11/07/2024 | 0,77% | 10,01 CHF | 10,04 CHF | 150 000 | 150 000 | 122 999 | 122 999 | 1 223 030 CHF | 1 227 090 CHF | 100,00% | 100,00% |
10/07/2024 | 0,76% | 9,86 CHF | 9,89 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 207 560 CHF | 1 211 610 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 9,46 CHF | 9,49 CHF | 150 000 | 150 000 | 122 893 | 122 893 | 1 126 980 CHF | 1 131 030 CHF | 100,00% | 100,00% |
08/07/2024 | 0,81% | 8,99 CHF | 9,02 CHF | 150 000 | 150 000 | 123 021 | 123 021 | 1 153 170 CHF | 1 157 230 CHF | 99,99% | 99,99% |
05/07/2024 | 0,99% | 9,11 CHF | 9,14 CHF | 150 000 | 150 000 | 122 081 | 122 081 | 1 104 620 CHF | 1 108 430 CHF | 100,00% | 100,00% |
04/07/2024 | 2,14% | 9,16 CHF | 9,31 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 112 689 CHF | 114 573 CHF | 100,00% | 100,00% |
03/07/2024 | 0,83% | 9,47 CHF | 9,50 CHF | 150 000 | 150 000 | 123 040 | 123 040 | 1 171 590 CHF | 1 175 660 CHF | 100,00% | 100,00% |