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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 760 800 CHF | 588 435 CHF | 99,23% | 99,23% |
16/07/2024 | 0,25% | 3,92 CHF | 3,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 768 070 CHF | 590 857 CHF | 99,24% | 99,24% |
15/07/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 787 540 CHF | 597 345 CHF | 99,17% | 99,17% |
12/07/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 792 870 CHF | 599 125 CHF | 99,24% | 99,24% |
11/07/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 786 580 CHF | 597 025 CHF | 99,23% | 99,23% |
10/07/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 782 910 CHF | 595 802 CHF | 99,24% | 99,24% |
09/07/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 782 330 CHF | 595 611 CHF | 99,24% | 99,24% |
08/07/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 787 590 CHF | 597 364 CHF | 99,24% | 99,24% |
05/07/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 828 830 CHF | 611 109 CHF | 99,23% | 99,23% |
04/07/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 837 090 CHF | 613 864 CHF | 99,23% | 99,23% |