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 | 0,29% | 3,42 CHF | 3,43 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 695 350 CHF | 340 069 CHF | 99,27% | 99,27% |
15/07/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 727 060 CHF | 346 412 CHF | 99,27% | 99,27% |
12/07/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 711 360 CHF | 343 272 CHF | 99,27% | 99,27% |
11/07/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 734 020 CHF | 347 803 CHF | 99,26% | 99,26% |
10/07/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 711 140 CHF | 343 228 CHF | 99,27% | 99,27% |
09/07/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 695 450 CHF | 340 089 CHF | 99,27% | 99,27% |
08/07/2024 | 0,29% | 3,36 CHF | 3,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 693 390 CHF | 339 677 CHF | 99,25% | 99,25% |
05/07/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 649 710 CHF | 330 942 CHF | 99,27% | 99,27% |
04/07/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 646 120 CHF | 330 224 CHF | 99,27% | 99,27% |
03/07/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 602 030 CHF | 321 406 CHF | 99,27% | 99,27% |