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 | 0,47% | 3,04 CHF | 3,06 CHF | 100 000 | 100 000 | 100 000 | 99 948 | 301 142 CHF | 302 394 CHF | 100,00% | 100,00% |
15/07/2024 | 0,47% | 3,14 CHF | 3,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 319 753 CHF | 321 259 CHF | 98,07% | 98,07% |
12/07/2024 | 0,43% | 3,16 CHF | 3,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 316 955 CHF | 318 337 CHF | 99,32% | 99,32% |
11/07/2024 | 0,43% | 3,16 CHF | 3,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 320 406 CHF | 321 792 CHF | 99,06% | 99,06% |
10/07/2024 | 0,49% | 3,12 CHF | 3,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 309 387 CHF | 310 908 CHF | 100,00% | 100,00% |
09/07/2024 | 0,73% | 3,05 CHF | 3,07 CHF | 100 000 | 100 000 | 59 267 | 59 267 | 181 713 CHF | 182 961 CHF | 99,90% | 99,90% |
08/07/2024 | 0,46% | 3,04 CHF | 3,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 302 628 CHF | 304 036 CHF | 99,14% | 99,14% |
05/07/2024 | 0,48% | 2,96 CHF | 2,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 298 082 CHF | 299 517 CHF | 99,53% | 99,53% |
04/07/2024 | 0,47% | 3,06 CHF | 3,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 305 000 CHF | 306 437 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 3,00 CHF | 3,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 299 012 CHF | 300 463 CHF | 99,72% | 99,72% |