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 | 0,06% | 17,35 CHF | 17,36 CHF | 45 000 | 45 000 | 44 636 | 44 636 | 767 030 CHF | 767 480 CHF | 100,00% | 100,00% |
15/07/2024 | 0,06% | 17,36 CHF | 17,37 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 771 805 CHF | 772 255 CHF | 99,98% | 99,98% |
12/07/2024 | 0,06% | 17,13 CHF | 17,14 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 757 280 CHF | 757 730 CHF | 99,95% | 99,95% |
11/07/2024 | 0,06% | 16,92 CHF | 16,93 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 773 625 CHF | 774 075 CHF | 99,60% | 99,60% |
10/07/2024 | 0,06% | 16,92 CHF | 16,93 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 759 062 CHF | 759 512 CHF | 100,00% | 100,00% |
09/07/2024 | 0,06% | 16,82 CHF | 16,83 CHF | 45 000 | 45 000 | 44 899 | 44 899 | 755 692 CHF | 756 142 CHF | 100,00% | 100,00% |
08/07/2024 | 0,06% | 16,73 CHF | 16,74 CHF | 45 000 | 45 000 | 44 923 | 44 923 | 748 977 CHF | 749 427 CHF | 98,72% | 98,72% |
05/07/2024 | 0,06% | 16,57 CHF | 16,58 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 741 440 CHF | 741 890 CHF | 99,91% | 99,91% |
04/07/2024 | 0,06% | 16,49 CHF | 16,50 CHF | 25 000 | 25 000 | 40 634 | 40 634 | 672 007 CHF | 672 414 CHF | 100,00% | 100,00% |
03/07/2024 | 0,06% | 16,41 CHF | 16,42 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 737 310 CHF | 737 760 CHF | 100,00% | 100,00% |