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 | 0,30% | 3,29 CHF | 3,30 CHF | 500 000 | 500 000 | 499 879 | 499 879 | 1 638 640 CHF | 1 643 640 CHF | 100,00% | 100,00% |
15/07/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 682 490 CHF | 1 687 490 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 731 500 CHF | 1 736 500 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 699 400 CHF | 1 704 400 CHF | 71,58% | 71,58% |
10/07/2024 | 0,30% | 3,42 CHF | 3,43 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 675 250 CHF | 1 680 250 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 710 540 CHF | 1 715 540 CHF | 100,00% | 100,00% |
08/07/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 734 220 CHF | 1 739 220 CHF | 100,00% | 100,00% |
05/07/2024 | 0,28% | 3,64 CHF | 3,65 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 803 490 CHF | 1 808 490 CHF | 100,00% | 100,00% |
04/07/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 785 230 CHF | 1 790 230 CHF | 100,00% | 100,00% |
03/07/2024 | 0,28% | 3,52 CHF | 3,53 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 767 160 CHF | 1 772 160 CHF | 100,00% | 100,00% |