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 | 0,33% | 15,85 CHF | 15,90 CHF | 17 406 | 17 406 | 17 500 | 17 500 | 271 022 CHF | 271 898 CHF | 100,00% | 100,00% |
15/07/2024 | 0,33% | 15,60 CHF | 15,65 CHF | 17 610 | 17 610 | 17 580 | 17 580 | 270 448 CHF | 271 328 CHF | 99,98% | 99,98% |
12/07/2024 | 0,33% | 15,55 CHF | 15,60 CHF | 17 641 | 17 641 | 17 541 | 17 541 | 270 530 CHF | 271 408 CHF | 99,98% | 99,98% |
11/07/2024 | 0,32% | 16,15 CHF | 16,20 CHF | 17 205 | 17 205 | 17 271 | 17 271 | 272 926 CHF | 273 790 CHF | 99,25% | 99,25% |
10/07/2024 | 0,32% | 15,65 CHF | 15,70 CHF | 17 520 | 17 520 | 17 306 | 17 306 | 271 185 CHF | 272 051 CHF | 100,00% | 100,00% |
09/07/2024 | 0,32% | 15,40 CHF | 15,45 CHF | 17 625 | 17 625 | 17 293 | 17 293 | 271 313 CHF | 272 179 CHF | 99,86% | 99,86% |
08/07/2024 | 0,32% | 15,70 CHF | 15,75 CHF | 17 446 | 17 446 | 17 303 | 17 303 | 271 336 CHF | 272 202 CHF | 100,00% | 100,00% |
05/07/2024 | 0,33% | 15,85 CHF | 15,90 CHF | 17 387 | 17 387 | 17 488 | 17 488 | 269 734 CHF | 270 610 CHF | 99,69% | 99,69% |
04/07/2024 | 0,33% | 15,20 CHF | 15,25 CHF | 17 791 | 17 791 | 17 617 | 17 617 | 267 520 CHF | 268 402 CHF | 100,00% | 100,00% |
03/07/2024 | 0,33% | 15,35 CHF | 15,40 CHF | 17 706 | 17 706 | 17 644 | 17 644 | 266 571 CHF | 267 454 CHF | 100,00% | 100,00% |