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 | 0,34% | 2,99 CHF | 3,00 CHF | 1 145 300 | 1 145 300 | 1 145 300 | 1 145 300 | 3 381 610 CHF | 3 393 060 CHF | 99,98% | 99,98% |
15/07/2024 | 0,31% | 3,12 CHF | 3,13 CHF | 1 074 600 | 1 074 600 | 1 074 600 | 1 074 600 | 3 430 430 CHF | 3 441 170 CHF | 99,10% | 99,10% |
12/07/2024 | 0,32% | 3,35 CHF | 3,36 CHF | 1 159 400 | 1 159 400 | 1 159 400 | 1 159 400 | 3 625 350 CHF | 3 636 940 CHF | 95,39% | 95,39% |
11/07/2024 | 0,37% | 3,05 CHF | 3,06 CHF | 1 214 100 | 1 214 100 | 1 192 260 | 1 192 260 | 3 511 330 CHF | 3 523 380 CHF | 99,67% | 99,67% |
10/07/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 1 292 100 | 1 292 100 | 1 292 100 | 1 292 100 | 3 600 820 CHF | 3 613 740 CHF | 99,99% | 99,99% |
09/07/2024 | 0,35% | 2,66 CHF | 2,67 CHF | 1 174 000 | 1 174 000 | 1 174 000 | 1 174 000 | 3 321 990 CHF | 3 333 730 CHF | 100,00% | 100,00% |
08/07/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 1 169 500 | 1 169 500 | 1 169 500 | 1 169 500 | 3 580 220 CHF | 3 591 920 CHF | 100,00% | 100,00% |
05/07/2024 | 0,32% | 2,98 CHF | 2,99 CHF | 1 179 500 | 1 179 500 | 1 179 500 | 1 179 500 | 3 668 900 CHF | 3 680 690 CHF | 99,80% | 99,80% |
04/07/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 1 212 500 | 1 212 500 | 1 212 500 | 1 212 500 | 3 562 950 CHF | 3 575 080 CHF | 99,93% | 99,93% |
03/07/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 1 308 700 | 1 308 700 | 1 308 700 | 1 308 700 | 3 662 870 CHF | 3 675 960 CHF | 99,98% | 99,98% |