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 | 0,34% | 2,97 CHF | 2,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 333 440 CHF | 445 980 CHF | 99,23% | 99,23% |
16/07/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 338 410 CHF | 447 635 CHF | 99,24% | 99,24% |
15/07/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 358 060 CHF | 454 186 CHF | 99,17% | 99,17% |
12/07/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 363 880 CHF | 456 127 CHF | 99,24% | 99,24% |
11/07/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 358 100 CHF | 454 201 CHF | 99,23% | 99,23% |
10/07/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 355 400 CHF | 453 300 CHF | 99,24% | 99,24% |
09/07/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 355 050 CHF | 453 184 CHF | 99,24% | 99,24% |
08/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 360 730 CHF | 455 075 CHF | 99,24% | 99,24% |
05/07/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 401 420 CHF | 468 641 CHF | 99,23% | 99,23% |
04/07/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 409 680 CHF | 471 395 CHF | 99,23% | 99,23% |