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 | 0,26% | 3,80 CHF | 3,81 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 340 454 CHF | 341 354 CHF | 100,00% | 100,00% |
15/07/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 344 919 CHF | 345 819 CHF | 100,00% | 100,00% |
12/07/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 343 503 CHF | 344 403 CHF | 100,00% | 100,00% |
11/07/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 90 000 | 90 000 | 89 915 | 89 915 | 339 573 CHF | 340 473 CHF | 99,99% | 99,99% |
10/07/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 332 330 CHF | 333 230 CHF | 100,00% | 100,00% |
09/07/2024 | 0,27% | 3,65 CHF | 3,66 CHF | 90 000 | 90 000 | 90 470 | 90 470 | 329 659 CHF | 330 564 CHF | 100,00% | 100,00% |
08/07/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 90 000 | 90 000 | 90 070 | 90 070 | 333 426 CHF | 334 327 CHF | 100,00% | 100,00% |
05/07/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 332 342 CHF | 333 242 CHF | 100,00% | 100,00% |
04/07/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 334 937 CHF | 335 837 CHF | 100,00% | 100,00% |
03/07/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 90 000 | 90 000 | 90 309 | 90 309 | 330 953 CHF | 331 856 CHF | 100,00% | 100,00% |