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% | 16,23 CHF | 16,24 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 070 560 CHF | 6 074 310 CHF | 99,96% | 99,96% |
15/07/2024 | 0,06% | 16,45 CHF | 16,46 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 197 800 CHF | 6 201 550 CHF | 99,10% | 99,10% |
12/07/2024 | 0,06% | 16,74 CHF | 16,75 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 153 690 CHF | 6 157 440 CHF | 95,39% | 95,39% |
11/07/2024 | 0,07% | 16,27 CHF | 16,28 CHF | 375 000 | 375 000 | 367 959 | 367 959 | 5 931 030 CHF | 5 934 750 CHF | 99,60% | 99,60% |
10/07/2024 | 0,06% | 16,00 CHF | 16,01 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 5 941 890 CHF | 5 945 640 CHF | 100,00% | 100,00% |
09/07/2024 | 0,06% | 15,61 CHF | 15,62 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 5 957 640 CHF | 5 961 390 CHF | 99,98% | 99,98% |
08/07/2024 | 0,06% | 16,12 CHF | 16,13 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 085 040 CHF | 6 088 790 CHF | 100,00% | 100,00% |
05/07/2024 | 0,06% | 16,11 CHF | 16,12 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 120 990 CHF | 6 124 740 CHF | 99,79% | 99,79% |
04/07/2024 | 0,06% | 16,11 CHF | 16,12 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 022 670 CHF | 6 026 420 CHF | 99,93% | 99,93% |
03/07/2024 | 0,06% | 15,97 CHF | 15,98 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 5 937 600 CHF | 5 941 350 CHF | 100,00% | 100,00% |