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 | 0,13% | 21,09 CHF | 21,11 CHF | 30 000 | 30 000 | 16 525 | 16 525 | 349 406 CHF | 349 837 CHF | 99,85% | 99,85% |
15/07/2024 | 0,13% | 21,25 CHF | 21,27 CHF | 30 000 | 30 000 | 16 538 | 16 538 | 346 241 CHF | 346 673 CHF | 99,98% | 99,98% |
12/07/2024 | 0,13% | 20,93 CHF | 20,95 CHF | 30 000 | 30 000 | 16 543 | 16 543 | 346 202 CHF | 346 633 CHF | 100,00% | 100,00% |
11/07/2024 | 0,13% | 21,09 CHF | 21,11 CHF | 30 000 | 30 000 | 16 455 | 16 455 | 356 524 CHF | 356 954 CHF | 99,97% | 99,97% |
10/07/2024 | 0,13% | 21,76 CHF | 21,78 CHF | 29 000 | 29 000 | 16 315 | 16 315 | 354 383 CHF | 354 810 CHF | 99,99% | 99,99% |
09/07/2024 | 0,13% | 21,73 CHF | 21,75 CHF | 29 000 | 29 000 | 16 321 | 16 321 | 354 058 CHF | 354 485 CHF | 100,00% | 100,00% |
08/07/2024 | 0,13% | 21,61 CHF | 21,63 CHF | 29 000 | 29 000 | 16 487 | 16 487 | 355 945 CHF | 356 376 CHF | 99,81% | 99,81% |
05/07/2024 | 0,13% | 21,73 CHF | 21,75 CHF | 29 000 | 29 000 | 16 369 | 16 369 | 348 761 CHF | 349 188 CHF | 99,27% | 99,27% |
04/07/2024 | 0,14% | 21,10 CHF | 21,13 CHF | 15 000 | 15 000 | 13 405 | 13 405 | 282 490 CHF | 282 892 CHF | 100,00% | 100,00% |
03/07/2024 | 0,13% | 21,00 CHF | 21,02 CHF | 30 000 | 30 000 | 16 533 | 16 533 | 346 425 CHF | 346 856 CHF | 99,99% | 99,99% |