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 | 0,08% | 18,81 CHF | 18,82 CHF | 65 000 | 65 000 | 29 616 | 29 616 | 561 929 CHF | 562 332 CHF | 99,86% | 99,86% |
15/07/2024 | 0,08% | 19,43 CHF | 19,44 CHF | 65 000 | 65 000 | 29 845 | 29 845 | 579 289 CHF | 579 692 CHF | 97,80% | 97,80% |
12/07/2024 | 0,08% | 19,56 CHF | 19,57 CHF | 65 000 | 65 000 | 29 593 | 29 593 | 567 558 CHF | 567 961 CHF | 99,99% | 99,99% |
11/07/2024 | 0,08% | 19,43 CHF | 19,44 CHF | 65 000 | 65 000 | 27 848 | 27 848 | 560 694 CHF | 561 070 CHF | 99,51% | 99,51% |
10/07/2024 | 0,08% | 20,21 CHF | 20,22 CHF | 60 000 | 60 000 | 28 538 | 28 538 | 573 219 CHF | 573 612 CHF | 100,00% | 100,00% |
09/07/2024 | 0,08% | 19,80 CHF | 19,81 CHF | 65 000 | 65 000 | 29 642 | 29 642 | 582 660 CHF | 583 063 CHF | 99,70% | 99,70% |
08/07/2024 | 0,08% | 19,11 CHF | 19,12 CHF | 65 000 | 65 000 | 29 622 | 29 622 | 561 288 CHF | 561 691 CHF | 99,99% | 99,99% |
05/07/2024 | 0,08% | 18,90 CHF | 18,91 CHF | 65 000 | 65 000 | 29 592 | 29 592 | 564 009 CHF | 564 411 CHF | 99,28% | 99,28% |
04/07/2024 | 0,08% | 19,08 CHF | 19,09 CHF | 20 000 | 20 000 | 19 979 | 19 979 | 381 016 CHF | 381 322 CHF | 98,05% | 98,05% |
03/07/2024 | 0,09% | 18,71 CHF | 18,72 CHF | 65 000 | 65 000 | 30 672 | 30 672 | 556 817 CHF | 557 237 CHF | 98,11% | 98,11% |