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 | 0,43% | 11,39 CHF | 11,44 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 69 195 CHF | 69 491 CHF | 100,00% | 100,00% |
15/07/2024 | 0,41% | 11,97 CHF | 12,02 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 73 411 CHF | 73 709 CHF | 100,00% | 100,00% |
12/07/2024 | 0,41% | 12,17 CHF | 12,22 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 69 825 CHF | 70 109 CHF | 100,00% | 100,00% |
11/07/2024 | 0,35% | 11,39 CHF | 11,43 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 67 755 CHF | 67 993 CHF | 100,00% | 100,00% |
10/07/2024 | 0,35% | 11,06 CHF | 11,10 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 76 244 CHF | 76 510 CHF | 100,00% | 100,00% |
09/07/2024 | 0,35% | 10,76 CHF | 10,79 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 75 353 CHF | 75 621 CHF | 100,00% | 100,00% |
08/07/2024 | 0,37% | 10,67 CHF | 10,71 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 64 042 CHF | 64 277 CHF | 100,00% | 100,00% |
05/07/2024 | 0,35% | 10,97 CHF | 11,01 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 76 311 CHF | 76 575 CHF | 100,00% | 100,00% |
04/07/2024 | 0,35% | 10,58 CHF | 10,61 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 72 911 CHF | 73 166 CHF | 100,00% | 100,00% |
03/07/2024 | 0,36% | 9,93 CHF | 9,96 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 67 194 CHF | 67 439 CHF | 100,00% | 100,00% |