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% | 16,10 CHF | 16,15 CHF | 50 000 | 50 000 | 49 563 | 49 563 | 777 288 CHF | 779 768 CHF | 99,94% | 99,94% |
15/07/2024 | 0,32% | 15,60 CHF | 15,65 CHF | 50 000 | 50 000 | 49 639 | 49 639 | 770 787 CHF | 773 271 CHF | 99,73% | 99,73% |
12/07/2024 | 0,33% | 15,40 CHF | 15,45 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 755 420 CHF | 757 899 CHF | 100,00% | 100,00% |
11/07/2024 | 0,33% | 15,20 CHF | 15,25 CHF | 50 000 | 50 000 | 49 538 | 49 538 | 750 481 CHF | 752 960 CHF | 99,97% | 99,97% |
10/07/2024 | 0,34% | 14,85 CHF | 14,90 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 733 055 CHF | 735 534 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 14,75 CHF | 14,80 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 735 378 CHF | 737 857 CHF | 100,00% | 100,00% |
08/07/2024 | 0,34% | 15,00 CHF | 15,05 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 737 591 CHF | 740 070 CHF | 100,00% | 100,00% |
05/07/2024 | 0,34% | 14,85 CHF | 14,90 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 735 175 CHF | 737 654 CHF | 99,88% | 99,88% |
04/07/2024 | 0,34% | 14,90 CHF | 14,95 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 739 589 CHF | 742 068 CHF | 100,00% | 100,00% |
03/07/2024 | 0,34% | 14,85 CHF | 14,90 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 741 534 CHF | 744 013 CHF | 100,00% | 100,00% |