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 | 0,12% | 24,36 CHF | 24,38 CHF | 30 000 | 30 000 | 16 525 | 16 525 | 403 400 CHF | 403 831 CHF | 99,85% | 99,85% |
15/07/2024 | 0,12% | 24,51 CHF | 24,53 CHF | 30 000 | 30 000 | 16 539 | 16 539 | 400 194 CHF | 400 625 CHF | 99,99% | 99,99% |
12/07/2024 | 0,12% | 24,19 CHF | 24,21 CHF | 30 000 | 30 000 | 16 543 | 16 543 | 400 161 CHF | 400 592 CHF | 100,00% | 100,00% |
11/07/2024 | 0,11% | 24,35 CHF | 24,37 CHF | 30 000 | 30 000 | 16 455 | 16 455 | 410 205 CHF | 410 635 CHF | 99,96% | 99,96% |
10/07/2024 | 0,11% | 25,03 CHF | 25,05 CHF | 29 000 | 29 000 | 16 315 | 16 315 | 407 803 CHF | 408 230 CHF | 99,99% | 99,99% |
09/07/2024 | 0,11% | 25,00 CHF | 25,02 CHF | 29 000 | 29 000 | 16 321 | 16 321 | 407 430 CHF | 407 857 CHF | 100,00% | 100,00% |
08/07/2024 | 0,11% | 24,87 CHF | 24,89 CHF | 29 000 | 29 000 | 16 487 | 16 487 | 409 718 CHF | 410 148 CHF | 99,81% | 99,81% |
05/07/2024 | 0,12% | 25,00 CHF | 25,02 CHF | 29 000 | 29 000 | 16 369 | 16 369 | 402 257 CHF | 402 685 CHF | 99,27% | 99,27% |
04/07/2024 | 0,12% | 24,38 CHF | 24,41 CHF | 15 000 | 15 000 | 13 405 | 13 405 | 326 384 CHF | 326 786 CHF | 100,00% | 100,00% |
03/07/2024 | 0,12% | 24,27 CHF | 24,29 CHF | 30 000 | 30 000 | 16 532 | 16 532 | 400 637 CHF | 401 069 CHF | 99,98% | 99,98% |