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 | 0,32% | 15,95 CHF | 16,00 CHF | 40 000 | 40 000 | 39 625 | 39 623 | 615 192 CHF | 617 137 CHF | 100,00% | 100,00% |
15/07/2024 | 0,33% | 15,45 CHF | 15,50 CHF | 40 000 | 40 000 | 39 626 | 39 623 | 609 189 CHF | 611 130 CHF | 99,96% | 99,96% |
12/07/2024 | 0,33% | 15,25 CHF | 15,30 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 598 092 CHF | 600 075 CHF | 100,00% | 100,00% |
11/07/2024 | 0,34% | 15,05 CHF | 15,10 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 593 954 CHF | 595 937 CHF | 99,94% | 99,94% |
10/07/2024 | 0,34% | 14,70 CHF | 14,75 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 580 241 CHF | 582 224 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 14,60 CHF | 14,65 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 581 861 CHF | 583 844 CHF | 100,00% | 100,00% |
08/07/2024 | 0,34% | 14,85 CHF | 14,90 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 583 944 CHF | 585 927 CHF | 100,00% | 100,00% |
05/07/2024 | 0,34% | 14,70 CHF | 14,75 CHF | 40 000 | 40 000 | 39 625 | 39 624 | 581 699 CHF | 583 667 CHF | 100,00% | 100,00% |
04/07/2024 | 0,34% | 14,75 CHF | 14,80 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 585 434 CHF | 587 417 CHF | 100,00% | 100,00% |
03/07/2024 | 0,34% | 14,70 CHF | 14,75 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 587 197 CHF | 589 180 CHF | 100,00% | 100,00% |