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 | 0,28% | 18,10 CHF | 18,15 CHF | 5 700 | 5 700 | 5 733 | 5 733 | 103 077 CHF | 103 364 CHF | 100,00% | 100,00% |
15/07/2024 | 0,28% | 18,15 CHF | 18,20 CHF | 5 700 | 5 700 | 5 647 | 5 647 | 103 337 CHF | 103 620 CHF | 100,00% | 100,00% |
12/07/2024 | 0,28% | 18,20 CHF | 18,25 CHF | 5 700 | 5 700 | 5 652 | 5 652 | 102 547 CHF | 102 830 CHF | 100,00% | 100,00% |
11/07/2024 | 0,27% | 18,35 CHF | 18,40 CHF | 5 700 | 5 700 | 5 647 | 5 647 | 103 697 CHF | 103 980 CHF | 100,00% | 100,00% |
10/07/2024 | 0,28% | 18,30 CHF | 18,35 CHF | 5 700 | 5 700 | 5 647 | 5 647 | 102 454 CHF | 102 737 CHF | 100,00% | 100,00% |
09/07/2024 | 0,28% | 17,90 CHF | 17,95 CHF | 5 700 | 5 700 | 5 664 | 5 664 | 101 854 CHF | 102 137 CHF | 99,91% | 99,91% |
08/07/2024 | 0,28% | 17,85 CHF | 17,90 CHF | 5 800 | 5 800 | 5 661 | 5 661 | 101 706 CHF | 101 990 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 17,40 CHF | 17,45 CHF | 5 800 | 5 800 | 5 749 | 5 749 | 100 756 CHF | 101 044 CHF | 100,00% | 100,00% |
04/07/2024 | 0,29% | 17,55 CHF | 17,60 CHF | 5 800 | 5 800 | 5 761 | 5 761 | 100 774 CHF | 101 063 CHF | 100,00% | 100,00% |
03/07/2024 | 0,30% | 17,10 CHF | 17,15 CHF | 5 900 | 5 900 | 5 852 | 5 852 | 99 779 CHF | 100 072 CHF | 99,87% | 99,87% |