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% | 3,05 CHF | 3,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 906 926 CHF | 303 309 CHF | 97,41% | 97,41% |
15/07/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 924 756 CHF | 309 252 CHF | 99,11% | 99,11% |
12/07/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 928 830 CHF | 310 610 CHF | 99,28% | 99,28% |
11/07/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 915 141 CHF | 306 047 CHF | 98,67% | 98,67% |
10/07/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 908 258 CHF | 303 753 CHF | 99,20% | 99,20% |
09/07/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 897 347 CHF | 300 116 CHF | 99,24% | 99,24% |
08/07/2024 | 0,32% | 3,04 CHF | 3,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 922 324 CHF | 308 441 CHF | 99,23% | 99,23% |
05/07/2024 | 0,32% | 3,04 CHF | 3,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 921 964 CHF | 308 321 CHF | 99,23% | 99,23% |
04/07/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 929 638 CHF | 310 879 CHF | 99,02% | 99,02% |
03/07/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 892 901 CHF | 298 634 CHF | 98,84% | 98,84% |