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 | 0,33% | 3,06 CHF | 3,07 CHF | 500 000 | 500 000 | 499 870 | 499 870 | 1 520 350 CHF | 1 525 350 CHF | 100,00% | 100,00% |
15/07/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 564 530 CHF | 1 569 530 CHF | 100,00% | 100,00% |
12/07/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 612 960 CHF | 1 617 960 CHF | 100,00% | 100,00% |
11/07/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 581 610 CHF | 1 586 610 CHF | 71,56% | 71,56% |
10/07/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 557 090 CHF | 1 562 090 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 592 470 CHF | 1 597 470 CHF | 100,00% | 100,00% |
08/07/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 616 300 CHF | 1 621 300 CHF | 100,00% | 100,00% |
05/07/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 684 820 CHF | 1 689 820 CHF | 100,00% | 100,00% |
04/07/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 666 680 CHF | 1 671 680 CHF | 100,00% | 100,00% |
03/07/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 648 540 CHF | 1 653 540 CHF | 100,00% | 100,00% |