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 | 0,11% | 25,15 CHF | 25,17 CHF | 30 000 | 30 000 | 16 529 | 16 529 | 416 657 CHF | 417 088 CHF | 99,88% | 99,88% |
15/07/2024 | 0,11% | 25,30 CHF | 25,32 CHF | 30 000 | 30 000 | 16 536 | 16 536 | 413 252 CHF | 413 683 CHF | 99,97% | 99,97% |
12/07/2024 | 0,11% | 24,98 CHF | 25,00 CHF | 30 000 | 30 000 | 16 543 | 16 543 | 413 284 CHF | 413 716 CHF | 100,00% | 100,00% |
11/07/2024 | 0,11% | 25,14 CHF | 25,16 CHF | 30 000 | 30 000 | 16 449 | 16 449 | 423 151 CHF | 423 580 CHF | 99,92% | 99,92% |
10/07/2024 | 0,11% | 25,83 CHF | 25,85 CHF | 29 000 | 29 000 | 16 315 | 16 315 | 420 778 CHF | 421 205 CHF | 99,99% | 99,99% |
09/07/2024 | 0,11% | 25,80 CHF | 25,82 CHF | 29 000 | 29 000 | 16 321 | 16 321 | 420 414 CHF | 420 841 CHF | 100,00% | 100,00% |
08/07/2024 | 0,11% | 25,67 CHF | 25,69 CHF | 29 000 | 29 000 | 16 486 | 16 486 | 422 778 CHF | 423 209 CHF | 99,80% | 99,80% |
05/07/2024 | 0,11% | 25,80 CHF | 25,82 CHF | 29 000 | 29 000 | 16 375 | 16 375 | 415 445 CHF | 415 872 CHF | 99,28% | 99,28% |
04/07/2024 | 0,12% | 25,17 CHF | 25,20 CHF | 15 000 | 15 000 | 13 405 | 13 405 | 337 078 CHF | 337 480 CHF | 100,00% | 100,00% |
03/07/2024 | 0,11% | 25,07 CHF | 25,09 CHF | 30 000 | 30 000 | 16 534 | 16 534 | 413 874 CHF | 414 305 CHF | 100,00% | 100,00% |