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% | 15,98 CHF | 15,99 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 5 976 800 CHF | 5 980 540 CHF | 99,96% | 99,96% |
15/07/2024 | 0,06% | 16,20 CHF | 16,21 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 104 050 CHF | 6 107 800 CHF | 99,10% | 99,10% |
12/07/2024 | 0,06% | 16,49 CHF | 16,50 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 060 070 CHF | 6 063 820 CHF | 95,39% | 95,39% |
11/07/2024 | 0,07% | 16,02 CHF | 16,03 CHF | 375 000 | 375 000 | 367 960 | 367 960 | 5 839 350 CHF | 5 843 070 CHF | 99,63% | 99,63% |
10/07/2024 | 0,06% | 15,76 CHF | 15,77 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 5 848 600 CHF | 5 852 350 CHF | 100,00% | 100,00% |
09/07/2024 | 0,06% | 15,36 CHF | 15,37 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 5 864 360 CHF | 5 868 110 CHF | 99,98% | 99,98% |
08/07/2024 | 0,06% | 15,88 CHF | 15,89 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 5 991 920 CHF | 5 995 670 CHF | 99,99% | 99,99% |
05/07/2024 | 0,06% | 15,86 CHF | 15,87 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 6 027 690 CHF | 6 031 440 CHF | 99,79% | 99,79% |
04/07/2024 | 0,06% | 15,86 CHF | 15,87 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 5 929 440 CHF | 5 933 190 CHF | 99,93% | 99,93% |
03/07/2024 | 0,06% | 15,72 CHF | 15,73 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 5 844 350 CHF | 5 848 100 CHF | 100,00% | 100,00% |