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 | 0,15% | 18,87 CHF | 18,88 CHF | 43 000 | 43 000 | 19 497 | 19 497 | 367 954 CHF | 368 369 CHF | 99,83% | 99,83% |
15/07/2024 | 0,15% | 19,01 CHF | 19,02 CHF | 43 000 | 43 000 | 19 513 | 19 513 | 370 884 CHF | 371 298 CHF | 99,83% | 99,83% |
12/07/2024 | 0,15% | 19,08 CHF | 19,09 CHF | 43 000 | 43 000 | 19 563 | 19 563 | 372 477 CHF | 372 892 CHF | 100,00% | 100,00% |
11/07/2024 | 0,14% | 19,17 CHF | 19,18 CHF | 43 000 | 43 000 | 19 174 | 19 174 | 378 470 CHF | 378 879 CHF | 99,90% | 99,90% |
10/07/2024 | 0,14% | 19,70 CHF | 19,71 CHF | 42 000 | 42 000 | 19 122 | 19 122 | 381 285 CHF | 381 693 CHF | 99,27% | 99,27% |
09/07/2024 | 0,14% | 20,02 CHF | 20,03 CHF | 42 000 | 42 000 | 19 105 | 19 105 | 381 648 CHF | 382 056 CHF | 100,00% | 100,00% |
08/07/2024 | 0,14% | 19,94 CHF | 19,95 CHF | 42 000 | 42 000 | 19 102 | 19 102 | 381 453 CHF | 381 860 CHF | 100,00% | 100,00% |
05/07/2024 | 0,15% | 19,98 CHF | 19,99 CHF | 42 000 | 42 000 | 19 056 | 19 056 | 378 337 CHF | 378 744 CHF | 99,81% | 99,81% |
04/07/2024 | 0,15% | 19,80 CHF | 19,82 CHF | 17 000 | 17 000 | 13 814 | 13 814 | 273 124 CHF | 273 517 CHF | 98,30% | 98,30% |
03/07/2024 | 0,14% | 19,68 CHF | 19,69 CHF | 42 000 | 42 000 | 19 175 | 19 175 | 383 562 CHF | 383 975 CHF | 95,73% | 95,73% |