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 | 0,26% | 19,85 CHF | 19,90 CHF | 40 000 | 40 000 | 39 651 | 39 651 | 780 810 CHF | 782 794 CHF | 99,93% | 99,93% |
15/07/2024 | 0,26% | 19,90 CHF | 19,95 CHF | 40 000 | 40 000 | 39 626 | 39 623 | 779 004 CHF | 780 934 CHF | 100,00% | 100,00% |
12/07/2024 | 0,26% | 19,65 CHF | 19,70 CHF | 40 000 | 40 000 | 39 711 | 39 711 | 767 319 CHF | 769 306 CHF | 99,77% | 99,77% |
11/07/2024 | 0,26% | 19,40 CHF | 19,45 CHF | 40 000 | 40 000 | 39 645 | 39 645 | 778 548 CHF | 780 532 CHF | 99,66% | 99,66% |
10/07/2024 | 0,26% | 19,35 CHF | 19,40 CHF | 40 000 | 40 000 | 48 116 | 48 116 | 929 039 CHF | 931 447 CHF | 96,38% | 96,38% |
09/07/2024 | 0,26% | 19,25 CHF | 19,30 CHF | 50 000 | 50 000 | 49 568 | 49 567 | 955 634 CHF | 958 104 CHF | 99,93% | 99,93% |
08/07/2024 | 0,26% | 19,20 CHF | 19,25 CHF | 50 000 | 50 000 | 49 670 | 49 670 | 948 574 CHF | 951 059 CHF | 99,71% | 99,71% |
05/07/2024 | 0,27% | 19,00 CHF | 19,05 CHF | 50 000 | 50 000 | 49 610 | 49 609 | 937 979 CHF | 940 434 CHF | 99,84% | 99,84% |
04/07/2024 | 0,27% | 18,90 CHF | 18,95 CHF | 50 000 | 50 000 | 49 649 | 49 649 | 939 998 CHF | 942 482 CHF | 99,74% | 99,74% |
03/07/2024 | 0,27% | 18,80 CHF | 18,85 CHF | 50 000 | 50 000 | 49 606 | 49 606 | 931 056 CHF | 933 538 CHF | 99,85% | 99,85% |