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 | 0,13% | 23,04 CHF | 23,05 CHF | 43 000 | 43 000 | 19 502 | 19 502 | 449 449 CHF | 449 863 CHF | 99,79% | 99,79% |
15/07/2024 | 0,12% | 23,18 CHF | 23,19 CHF | 43 000 | 43 000 | 19 517 | 19 517 | 452 263 CHF | 452 678 CHF | 99,84% | 99,84% |
12/07/2024 | 0,12% | 23,25 CHF | 23,26 CHF | 43 000 | 43 000 | 19 562 | 19 562 | 453 936 CHF | 454 351 CHF | 99,99% | 99,99% |
11/07/2024 | 0,12% | 23,33 CHF | 23,34 CHF | 43 000 | 43 000 | 19 193 | 19 193 | 458 776 CHF | 459 185 CHF | 99,75% | 99,75% |
10/07/2024 | 0,12% | 23,89 CHF | 23,90 CHF | 42 000 | 42 000 | 19 122 | 19 122 | 461 216 CHF | 461 625 CHF | 99,27% | 99,27% |
09/07/2024 | 0,12% | 24,20 CHF | 24,21 CHF | 42 000 | 42 000 | 19 102 | 19 102 | 461 368 CHF | 461 776 CHF | 99,99% | 99,99% |
08/07/2024 | 0,12% | 24,11 CHF | 24,12 CHF | 42 000 | 42 000 | 19 103 | 19 103 | 461 072 CHF | 461 479 CHF | 99,95% | 99,95% |
05/07/2024 | 0,12% | 24,15 CHF | 24,16 CHF | 42 000 | 42 000 | 19 057 | 19 057 | 457 907 CHF | 458 314 CHF | 99,81% | 99,81% |
04/07/2024 | 0,13% | 23,98 CHF | 24,00 CHF | 17 000 | 17 000 | 13 814 | 13 814 | 330 910 CHF | 331 302 CHF | 98,30% | 98,30% |
03/07/2024 | 0,12% | 23,86 CHF | 23,87 CHF | 42 000 | 42 000 | 19 174 | 19 174 | 463 871 CHF | 464 284 CHF | 96,05% | 96,05% |