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 | 0,32% | 15,65 CHF | 15,70 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 463 131 CHF | 464 619 CHF | 100,00% | 100,00% |
15/07/2024 | 0,32% | 15,75 CHF | 15,80 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 471 822 CHF | 473 310 CHF | 100,00% | 100,00% |
12/07/2024 | 0,32% | 15,90 CHF | 15,95 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 469 493 CHF | 470 981 CHF | 100,00% | 100,00% |
11/07/2024 | 0,32% | 15,65 CHF | 15,70 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 465 111 CHF | 466 599 CHF | 99,93% | 99,93% |
10/07/2024 | 0,33% | 15,45 CHF | 15,50 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 454 738 CHF | 456 226 CHF | 100,00% | 100,00% |
09/07/2024 | 0,33% | 15,25 CHF | 15,30 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 456 141 CHF | 457 629 CHF | 100,00% | 100,00% |
08/07/2024 | 0,33% | 15,25 CHF | 15,30 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 453 758 CHF | 455 245 CHF | 100,00% | 100,00% |
05/07/2024 | 0,33% | 15,20 CHF | 15,25 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 454 863 CHF | 456 349 CHF | 100,00% | 100,00% |
04/07/2024 | 0,33% | 15,35 CHF | 15,40 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 453 869 CHF | 455 354 CHF | 100,00% | 100,00% |
03/07/2024 | 0,33% | 15,25 CHF | 15,30 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 452 254 CHF | 453 740 CHF | 100,00% | 100,00% |