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 | 0,10% | 20,73 CHF | 20,75 CHF | 44 000 | 44 000 | 22 011 | 22 011 | 462 323 CHF | 462 764 CHF | 99,64% | 99,64% |
15/07/2024 | 0,09% | 22,29 CHF | 22,31 CHF | 43 000 | 43 000 | 21 654 | 21 654 | 472 959 CHF | 473 394 CHF | 98,53% | 98,53% |
12/07/2024 | 0,11% | 20,32 CHF | 20,34 CHF | 45 000 | 45 000 | 23 630 | 23 630 | 453 587 CHF | 454 060 CHF | 99,52% | 99,52% |
11/07/2024 | 0,09% | 22,19 CHF | 22,21 CHF | 43 000 | 43 000 | 21 118 | 21 118 | 473 691 CHF | 474 116 CHF | 99,82% | 99,82% |
10/07/2024 | 0,09% | 22,24 CHF | 22,26 CHF | 43 000 | 43 000 | 21 278 | 21 278 | 474 056 CHF | 474 483 CHF | 99,82% | 99,82% |
09/07/2024 | 0,10% | 21,75 CHF | 21,77 CHF | 44 000 | 44 000 | 22 571 | 22 571 | 475 213 CHF | 475 665 CHF | 98,74% | 98,74% |
08/07/2024 | 0,10% | 21,32 CHF | 21,34 CHF | 44 000 | 44 000 | 22 710 | 22 710 | 464 756 CHF | 465 212 CHF | 99,93% | 99,93% |
05/07/2024 | 0,10% | 20,51 CHF | 20,53 CHF | 45 000 | 45 000 | 22 636 | 22 636 | 464 063 CHF | 464 517 CHF | 98,78% | 98,78% |
04/07/2024 | 0,10% | 20,14 CHF | 20,16 CHF | 23 000 | 23 000 | 18 208 | 18 208 | 362 828 CHF | 363 192 CHF | 95,27% | 95,27% |
03/07/2024 | 0,11% | 19,80 CHF | 19,82 CHF | 46 000 | 46 000 | 22 836 | 22 836 | 437 146 CHF | 437 604 CHF | 95,51% | 95,51% |