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% | 18,65 CHF | 18,66 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 978 770 CHF | 6 982 520 CHF | 99,99% | 99,99% |
15/07/2024 | 0,05% | 18,87 CHF | 18,88 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 7 105 640 CHF | 7 109 390 CHF | 99,10% | 99,10% |
12/07/2024 | 0,05% | 19,16 CHF | 19,17 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 7 060 390 CHF | 7 064 140 CHF | 95,38% | 95,38% |
11/07/2024 | 0,06% | 18,68 CHF | 18,69 CHF | 375 000 | 375 000 | 367 935 | 367 935 | 6 818 950 CHF | 6 822 670 CHF | 99,64% | 99,64% |
10/07/2024 | 0,05% | 18,42 CHF | 18,43 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 845 400 CHF | 6 849 150 CHF | 100,00% | 100,00% |
09/07/2024 | 0,05% | 18,02 CHF | 18,03 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 860 700 CHF | 6 864 450 CHF | 99,99% | 99,99% |
08/07/2024 | 0,05% | 18,53 CHF | 18,54 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 987 250 CHF | 6 991 000 CHF | 99,99% | 99,99% |
05/07/2024 | 0,05% | 18,52 CHF | 18,53 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 7 024 200 CHF | 7 027 950 CHF | 99,82% | 99,82% |
04/07/2024 | 0,05% | 18,52 CHF | 18,53 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 925 670 CHF | 6 929 420 CHF | 99,94% | 99,94% |
03/07/2024 | 0,05% | 18,38 CHF | 18,39 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 840 190 CHF | 6 843 940 CHF | 100,00% | 100,00% |