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 | 0,26% | 3,85 CHF | 3,86 CHF | 500 000 | 500 000 | 499 868 | 499 868 | 1 917 100 CHF | 1 922 100 CHF | 100,00% | 100,00% |
15/07/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 960 790 CHF | 1 965 790 CHF | 100,00% | 100,00% |
12/07/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 009 620 CHF | 2 014 620 CHF | 99,99% | 99,99% |
11/07/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 978 050 CHF | 1 983 050 CHF | 71,57% | 71,57% |
10/07/2024 | 0,26% | 3,98 CHF | 3,99 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 954 510 CHF | 1 959 510 CHF | 100,00% | 100,00% |
09/07/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 989 900 CHF | 1 994 900 CHF | 100,00% | 100,00% |
08/07/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 012 840 CHF | 2 017 840 CHF | 100,00% | 100,00% |
05/07/2024 | 0,24% | 4,20 CHF | 4,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 082 430 CHF | 2 087 430 CHF | 100,00% | 100,00% |
04/07/2024 | 0,24% | 4,17 CHF | 4,18 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 065 360 CHF | 2 070 360 CHF | 100,00% | 100,00% |
03/07/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 047 520 CHF | 2 052 520 CHF | 100,00% | 100,00% |