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 | 0,16% | 18,59 CHF | 18,60 CHF | 43 000 | 43 000 | 19 511 | 19 511 | 362 925 CHF | 363 339 CHF | 99,83% | 99,83% |
15/07/2024 | 0,15% | 18,74 CHF | 18,75 CHF | 43 000 | 43 000 | 19 541 | 19 541 | 366 097 CHF | 366 511 CHF | 99,95% | 99,95% |
12/07/2024 | 0,15% | 18,81 CHF | 18,82 CHF | 43 000 | 43 000 | 19 563 | 19 563 | 367 159 CHF | 367 574 CHF | 100,00% | 100,00% |
11/07/2024 | 0,15% | 18,90 CHF | 18,91 CHF | 43 000 | 43 000 | 19 172 | 19 172 | 373 188 CHF | 373 596 CHF | 99,81% | 99,81% |
10/07/2024 | 0,15% | 19,43 CHF | 19,44 CHF | 42 000 | 42 000 | 19 122 | 19 122 | 376 030 CHF | 376 438 CHF | 99,27% | 99,27% |
09/07/2024 | 0,15% | 19,74 CHF | 19,75 CHF | 42 000 | 42 000 | 19 105 | 19 105 | 376 399 CHF | 376 807 CHF | 100,00% | 100,00% |
08/07/2024 | 0,15% | 19,67 CHF | 19,68 CHF | 42 000 | 42 000 | 19 103 | 19 103 | 376 271 CHF | 376 679 CHF | 99,95% | 99,95% |
05/07/2024 | 0,15% | 19,71 CHF | 19,72 CHF | 42 000 | 42 000 | 19 056 | 19 056 | 373 110 CHF | 373 518 CHF | 99,81% | 99,81% |
04/07/2024 | 0,16% | 19,53 CHF | 19,55 CHF | 17 000 | 17 000 | 13 814 | 13 814 | 269 324 CHF | 269 716 CHF | 98,30% | 98,30% |
03/07/2024 | 0,14% | 19,40 CHF | 19,41 CHF | 42 000 | 42 000 | 18 843 | 18 843 | 371 833 CHF | 372 241 CHF | 98,80% | 98,80% |