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 | 0,33% | 3,05 CHF | 3,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 498 740 CHF | 300 749 CHF | 99,27% | 99,27% |
15/07/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 594 880 CHF | 319 976 CHF | 99,27% | 99,27% |
12/07/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 569 390 CHF | 314 878 CHF | 99,27% | 99,27% |
11/07/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 585 720 CHF | 318 144 CHF | 99,27% | 99,27% |
10/07/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 554 120 CHF | 311 825 CHF | 99,27% | 99,27% |
09/07/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 573 960 CHF | 315 791 CHF | 99,27% | 99,27% |
08/07/2024 | 0,33% | 3,12 CHF | 3,13 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 525 910 CHF | 306 181 CHF | 99,25% | 99,25% |
05/07/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 476 490 CHF | 296 299 CHF | 99,27% | 99,27% |
04/07/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 470 750 CHF | 295 151 CHF | 99,27% | 99,27% |
03/07/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 446 560 CHF | 290 311 CHF | 99,27% | 99,27% |