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 | 0,24% | 21,00 CHF | 21,05 CHF | 40 000 | 40 000 | 39 650 | 39 650 | 827 095 CHF | 829 080 CHF | 99,82% | 99,82% |
15/07/2024 | 0,24% | 21,05 CHF | 21,10 CHF | 40 000 | 40 000 | 39 625 | 39 623 | 825 195 CHF | 827 130 CHF | 99,84% | 99,84% |
12/07/2024 | 0,25% | 20,80 CHF | 20,85 CHF | 40 000 | 40 000 | 39 711 | 39 711 | 813 965 CHF | 815 952 CHF | 99,76% | 99,76% |
11/07/2024 | 0,24% | 20,55 CHF | 20,60 CHF | 40 000 | 40 000 | 39 645 | 39 645 | 825 246 CHF | 827 230 CHF | 99,74% | 99,74% |
10/07/2024 | 0,25% | 20,55 CHF | 20,60 CHF | 40 000 | 40 000 | 39 692 | 39 692 | 813 213 CHF | 815 199 CHF | 99,68% | 99,68% |
09/07/2024 | 0,25% | 20,45 CHF | 20,50 CHF | 40 000 | 40 000 | 39 649 | 39 648 | 810 783 CHF | 812 754 CHF | 99,87% | 99,87% |
08/07/2024 | 0,25% | 20,35 CHF | 20,40 CHF | 40 000 | 40 000 | 39 731 | 39 731 | 805 588 CHF | 807 576 CHF | 99,72% | 99,72% |
05/07/2024 | 0,25% | 20,15 CHF | 20,20 CHF | 40 000 | 40 000 | 39 682 | 39 681 | 796 579 CHF | 798 539 CHF | 99,45% | 99,45% |
04/07/2024 | 0,25% | 20,05 CHF | 20,10 CHF | 40 000 | 40 000 | 39 714 | 39 714 | 798 394 CHF | 800 381 CHF | 99,77% | 99,77% |
03/07/2024 | 0,25% | 20,00 CHF | 20,05 CHF | 40 000 | 40 000 | 39 680 | 39 680 | 791 416 CHF | 793 401 CHF | 99,82% | 99,82% |