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 | 0,24% | 4,10 CHF | 4,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 229 650 CHF | 410 882 CHF | 98,55% | 98,55% |
15/07/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 213 700 CHF | 405 567 CHF | 97,31% | 97,31% |
12/07/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 206 440 CHF | 403 146 CHF | 97,61% | 97,61% |
11/07/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 211 450 CHF | 404 816 CHF | 98,47% | 98,47% |
10/07/2024 | 0,24% | 4,09 CHF | 4,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 234 360 CHF | 412 452 CHF | 98,54% | 98,54% |
09/07/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 236 060 CHF | 413 019 CHF | 98,61% | 98,61% |
08/07/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 219 060 CHF | 407 354 CHF | 96,99% | 96,99% |
05/07/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 215 390 CHF | 406 131 CHF | 98,03% | 98,03% |
04/07/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 222 380 CHF | 408 459 CHF | 93,52% | 93,52% |
03/07/2024 | 0,24% | 4,07 CHF | 4,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 223 190 CHF | 408 731 CHF | 98,16% | 98,16% |