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 | 0,53% | 18,34 CHF | 18,41 CHF | 5 500 | 5 500 | 2 523 | 2 523 | 50 703 CHF | 50 933 CHF | 99,90% | 99,90% |
15/07/2024 | 0,54% | 20,83 CHF | 20,90 CHF | 5 800 | 5 800 | 2 617 | 2 617 | 53 029 CHF | 53 268 CHF | 99,95% | 99,95% |
12/07/2024 | 0,52% | 19,73 CHF | 19,80 CHF | 5 500 | 5 500 | 2 474 | 2 474 | 50 198 CHF | 50 423 CHF | 100,00% | 100,00% |
11/07/2024 | 0,53% | 20,18 CHF | 20,25 CHF | 5 700 | 5 700 | 2 583 | 2 583 | 52 502 CHF | 52 740 CHF | 99,94% | 99,94% |
10/07/2024 | 0,53% | 21,19 CHF | 21,26 CHF | 5 700 | 5 700 | 2 596 | 2 596 | 53 300 CHF | 53 538 CHF | 100,00% | 100,00% |
09/07/2024 | 0,52% | 21,00 CHF | 21,07 CHF | 5 900 | 5 900 | 2 673 | 2 673 | 54 376 CHF | 54 611 CHF | 99,99% | 99,99% |
08/07/2024 | 0,54% | 20,07 CHF | 20,14 CHF | 6 000 | 6 000 | 2 685 | 2 685 | 51 847 CHF | 52 083 CHF | 99,99% | 99,99% |
05/07/2024 | 0,54% | 19,50 CHF | 19,56 CHF | 6 300 | 6 300 | 2 846 | 2 846 | 54 485 CHF | 54 721 CHF | 99,82% | 99,82% |
04/07/2024 | 0,54% | 18,59 CHF | 18,66 CHF | 2 600 | 2 600 | 2 065 | 2 065 | 38 656 CHF | 38 851 CHF | 99,44% | 99,44% |
03/07/2024 | 0,53% | 18,71 CHF | 18,78 CHF | 5 900 | 5 900 | 2 675 | 2 675 | 51 056 CHF | 51 291 CHF | 99,88% | 99,88% |