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 | 0,35% | 2,86 CHF | 2,87 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 413 500 CHF | 283 700 CHF | 99,27% | 99,27% |
15/07/2024 | 0,33% | 2,93 CHF | 2,94 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 490 940 CHF | 299 188 CHF | 99,27% | 99,27% |
12/07/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 478 710 CHF | 296 742 CHF | 99,27% | 99,27% |
11/07/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 492 930 CHF | 299 585 CHF | 99,26% | 99,26% |
10/07/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 447 390 CHF | 290 477 CHF | 99,27% | 99,27% |
09/07/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 438 280 CHF | 288 655 CHF | 99,27% | 99,27% |
08/07/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 418 930 CHF | 284 786 CHF | 99,25% | 99,25% |
05/07/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 400 150 CHF | 281 030 CHF | 99,27% | 99,27% |
04/07/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 429 160 CHF | 286 831 CHF | 99,27% | 99,27% |
03/07/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 403 690 CHF | 281 738 CHF | 99,27% | 99,27% |