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 | 0,05% | 18,48 CHF | 18,49 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 916 740 CHF | 6 920 490 CHF | 99,98% | 99,98% |
15/07/2024 | 0,05% | 18,71 CHF | 18,72 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 7 043 720 CHF | 7 047 470 CHF | 99,10% | 99,10% |
12/07/2024 | 0,05% | 19,00 CHF | 19,01 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 998 480 CHF | 7 002 230 CHF | 95,40% | 95,40% |
11/07/2024 | 0,06% | 18,51 CHF | 18,52 CHF | 375 000 | 375 000 | 367 947 | 367 947 | 6 758 530 CHF | 6 762 250 CHF | 99,66% | 99,66% |
10/07/2024 | 0,06% | 18,25 CHF | 18,26 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 783 820 CHF | 6 787 570 CHF | 99,99% | 99,99% |
09/07/2024 | 0,06% | 17,85 CHF | 17,86 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 799 050 CHF | 6 802 800 CHF | 99,98% | 99,98% |
08/07/2024 | 0,05% | 18,37 CHF | 18,38 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 925 720 CHF | 6 929 470 CHF | 100,00% | 100,00% |
05/07/2024 | 0,05% | 18,35 CHF | 18,36 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 962 550 CHF | 6 966 300 CHF | 99,79% | 99,79% |
04/07/2024 | 0,05% | 18,35 CHF | 18,36 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 864 050 CHF | 6 867 800 CHF | 99,93% | 99,93% |
03/07/2024 | 0,06% | 18,21 CHF | 18,22 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 778 530 CHF | 6 782 280 CHF | 100,00% | 100,00% |