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% | 15,50 CHF | 15,55 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 597 821 CHF | 599 804 CHF | 99,85% | 99,85% |
15/07/2024 | 0,34% | 15,05 CHF | 15,10 CHF | 40 000 | 40 000 | 39 626 | 39 624 | 591 820 CHF | 593 771 CHF | 100,00% | 100,00% |
12/07/2024 | 0,34% | 14,80 CHF | 14,85 CHF | 40 000 | 40 000 | 39 626 | 39 626 | 580 814 CHF | 582 797 CHF | 99,99% | 99,99% |
11/07/2024 | 0,35% | 14,60 CHF | 14,65 CHF | 40 000 | 40 000 | 39 629 | 39 629 | 576 843 CHF | 578 826 CHF | 99,85% | 99,85% |
10/07/2024 | 0,36% | 14,25 CHF | 14,30 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 562 879 CHF | 564 862 CHF | 100,00% | 100,00% |
09/07/2024 | 0,35% | 14,15 CHF | 14,20 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 564 743 CHF | 566 715 CHF | 100,00% | 100,00% |
08/07/2024 | 0,35% | 14,40 CHF | 14,45 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 566 521 CHF | 568 504 CHF | 100,00% | 100,00% |
05/07/2024 | 0,35% | 14,25 CHF | 14,30 CHF | 40 000 | 40 000 | 39 625 | 39 624 | 564 465 CHF | 566 428 CHF | 100,00% | 100,00% |
04/07/2024 | 0,35% | 14,30 CHF | 14,35 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 568 008 CHF | 569 992 CHF | 100,00% | 100,00% |
03/07/2024 | 0,35% | 14,25 CHF | 14,30 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 569 496 CHF | 571 479 CHF | 100,00% | 100,00% |