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 | 0,28% | 3,63 CHF | 3,64 CHF | 500 000 | 500 000 | 499 883 | 499 883 | 1 803 880 CHF | 1 808 880 CHF | 99,99% | 99,99% |
15/07/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 847 990 CHF | 1 852 990 CHF | 99,99% | 99,99% |
12/07/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 896 710 CHF | 1 901 710 CHF | 100,00% | 100,00% |
11/07/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 865 170 CHF | 1 870 170 CHF | 71,59% | 71,59% |
10/07/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 840 950 CHF | 1 845 950 CHF | 100,00% | 100,00% |
09/07/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 876 730 CHF | 1 881 730 CHF | 100,00% | 100,00% |
08/07/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 899 520 CHF | 1 904 520 CHF | 100,00% | 100,00% |
05/07/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 969 240 CHF | 1 974 240 CHF | 100,00% | 100,00% |
04/07/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 951 230 CHF | 1 956 230 CHF | 100,00% | 100,00% |
03/07/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 933 880 CHF | 1 938 880 CHF | 100,00% | 100,00% |