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 | 0,54% | 8,92 CHF | 8,97 CHF | 20 000 | 20 000 | 19 957 | 19 957 | 176 920 CHF | 177 867 CHF | 100,00% | 100,00% |
15/07/2024 | 0,60% | 9,62 CHF | 9,68 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 201 473 CHF | 202 691 CHF | 100,00% | 100,00% |
12/07/2024 | 0,58% | 11,02 CHF | 11,08 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 207 827 CHF | 209 027 CHF | 100,00% | 100,00% |
11/07/2024 | 0,59% | 9,79 CHF | 9,84 CHF | 20 000 | 20 000 | 19 894 | 19 894 | 188 583 CHF | 189 681 CHF | 100,00% | 100,00% |
10/07/2024 | 0,57% | 9,03 CHF | 9,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 219 001 CHF | 220 251 CHF | 100,00% | 100,00% |
09/07/2024 | 0,65% | 8,14 CHF | 8,20 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 179 190 CHF | 180 361 CHF | 100,00% | 100,00% |
08/07/2024 | 0,65% | 10,01 CHF | 10,08 CHF | 20 000 | 20 000 | 19 989 | 19 989 | 214 156 CHF | 215 556 CHF | 100,00% | 100,00% |
05/07/2024 | 0,63% | 10,45 CHF | 10,52 CHF | 20 000 | 20 000 | 19 952 | 19 952 | 220 945 CHF | 222 344 CHF | 100,00% | 100,00% |
04/07/2024 | 0,65% | 10,89 CHF | 10,96 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 214 796 CHF | 216 196 CHF | 100,00% | 100,00% |
03/07/2024 | 0,59% | 10,15 CHF | 10,21 CHF | 20 000 | 20 000 | 19 952 | 19 952 | 199 933 CHF | 201 112 CHF | 100,00% | 100,00% |