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% | 3,28 CHF | 3,29 CHF | 500 000 | 500 000 | 499 872 | 499 872 | 1 646 670 CHF | 1 651 670 CHF | 99,98% | 99,98% |
15/07/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 599 300 CHF | 1 604 300 CHF | 100,00% | 100,00% |
12/07/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 556 670 CHF | 1 561 670 CHF | 100,00% | 100,00% |
11/07/2024 | 0,31% | 3,14 CHF | 3,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 590 740 CHF | 1 595 740 CHF | 71,59% | 71,59% |
10/07/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 624 480 CHF | 1 629 480 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 589 310 CHF | 1 594 310 CHF | 100,00% | 100,00% |
08/07/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 558 970 CHF | 1 563 970 CHF | 100,00% | 100,00% |
05/07/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 501 850 CHF | 1 506 850 CHF | 100,00% | 100,00% |
04/07/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 528 340 CHF | 1 533 340 CHF | 100,00% | 100,00% |
03/07/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 555 500 CHF | 1 560 500 CHF | 100,00% | 100,00% |