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 | 0,27% | 3,69 CHF | 3,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 654 460 CHF | 552 986 CHF | 99,23% | 99,23% |
16/07/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 661 090 CHF | 555 197 CHF | 99,24% | 99,24% |
15/07/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 680 570 CHF | 561 691 CHF | 99,16% | 99,16% |
12/07/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 686 070 CHF | 563 523 CHF | 99,24% | 99,24% |
11/07/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 679 980 CHF | 561 494 CHF | 99,23% | 99,23% |
10/07/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 676 400 CHF | 560 300 CHF | 99,24% | 99,24% |
09/07/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 675 890 CHF | 560 131 CHF | 99,24% | 99,24% |
08/07/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 681 150 CHF | 561 882 CHF | 99,24% | 99,24% |
05/07/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 722 380 CHF | 575 628 CHF | 99,23% | 99,23% |
04/07/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 730 650 CHF | 578 382 CHF | 99,23% | 99,23% |