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% | 19,50 CHF | 19,55 CHF | 40 000 | 40 000 | 39 625 | 39 623 | 766 325 CHF | 768 261 CHF | 99,96% | 99,96% |
15/07/2024 | 0,26% | 19,55 CHF | 19,60 CHF | 40 000 | 40 000 | 39 626 | 39 623 | 765 068 CHF | 766 997 CHF | 100,00% | 100,00% |
12/07/2024 | 0,27% | 19,30 CHF | 19,35 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 751 691 CHF | 753 675 CHF | 100,00% | 100,00% |
11/07/2024 | 0,26% | 19,05 CHF | 19,10 CHF | 40 000 | 40 000 | 46 367 | 46 367 | 894 412 CHF | 896 733 CHF | 98,27% | 98,27% |
10/07/2024 | 0,27% | 19,00 CHF | 19,05 CHF | 50 000 | 50 000 | 49 622 | 49 622 | 940 842 CHF | 943 325 CHF | 99,81% | 99,81% |
09/07/2024 | 0,27% | 18,90 CHF | 18,95 CHF | 50 000 | 50 000 | 49 566 | 49 566 | 938 142 CHF | 940 613 CHF | 99,91% | 99,91% |
08/07/2024 | 0,27% | 18,85 CHF | 18,90 CHF | 50 000 | 50 000 | 49 668 | 49 668 | 931 077 CHF | 933 562 CHF | 99,70% | 99,70% |
05/07/2024 | 0,27% | 18,65 CHF | 18,70 CHF | 50 000 | 50 000 | 49 608 | 49 606 | 920 498 CHF | 922 954 CHF | 99,57% | 99,57% |
04/07/2024 | 0,27% | 18,55 CHF | 18,60 CHF | 50 000 | 50 000 | 49 647 | 49 647 | 922 487 CHF | 924 972 CHF | 99,76% | 99,76% |
03/07/2024 | 0,27% | 18,45 CHF | 18,50 CHF | 50 000 | 50 000 | 49 605 | 49 605 | 913 476 CHF | 915 958 CHF | 99,84% | 99,84% |