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 | 0,06% | 16,70 CHF | 16,71 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 248 840 CHF | 6 252 590 CHF | 99,97% | 99,97% |
15/07/2024 | 0,06% | 16,92 CHF | 16,93 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 376 070 CHF | 6 379 820 CHF | 99,10% | 99,10% |
12/07/2024 | 0,06% | 17,22 CHF | 17,23 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 331 750 CHF | 6 335 500 CHF | 95,40% | 95,40% |
11/07/2024 | 0,07% | 16,74 CHF | 16,75 CHF | 375 000 | 375 000 | 367 916 | 367 916 | 6 104 810 CHF | 6 108 530 CHF | 99,67% | 99,67% |
10/07/2024 | 0,06% | 16,48 CHF | 16,49 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 119 340 CHF | 6 123 100 CHF | 100,00% | 100,00% |
09/07/2024 | 0,06% | 16,08 CHF | 16,09 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 134 970 CHF | 6 138 720 CHF | 99,98% | 99,98% |
08/07/2024 | 0,06% | 16,60 CHF | 16,61 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 262 270 CHF | 6 266 020 CHF | 100,00% | 100,00% |
05/07/2024 | 0,06% | 16,58 CHF | 16,59 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 298 330 CHF | 6 302 080 CHF | 99,81% | 99,81% |
04/07/2024 | 0,06% | 16,58 CHF | 16,59 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 200 000 CHF | 6 203 750 CHF | 99,94% | 99,94% |
03/07/2024 | 0,06% | 16,44 CHF | 16,45 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 114 810 CHF | 6 118 560 CHF | 100,00% | 100,00% |