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 | 0,34% | 2,90 CHF | 2,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 871 457 CHF | 291 486 CHF | 99,23% | 99,23% |
15/07/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 892 358 CHF | 298 453 CHF | 99,17% | 99,17% |
12/07/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 902 924 CHF | 301 975 CHF | 99,24% | 99,24% |
11/07/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 879 317 CHF | 294 106 CHF | 99,23% | 99,23% |
10/07/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 887 080 CHF | 296 693 CHF | 99,24% | 99,24% |
09/07/2024 | 0,33% | 2,96 CHF | 2,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 894 332 CHF | 299 111 CHF | 99,23% | 99,23% |
08/07/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 942 806 CHF | 315 268 CHF | 99,24% | 99,24% |
05/07/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 957 283 CHF | 320 094 CHF | 99,23% | 99,23% |
04/07/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 955 175 CHF | 319 392 CHF | 99,23% | 99,23% |
03/07/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 934 183 CHF | 312 394 CHF | 99,23% | 99,23% |