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 | 0,26% | 3,90 CHF | 3,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 170 560 CHF | 391 186 CHF | 98,55% | 98,55% |
15/07/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 154 690 CHF | 385 895 CHF | 97,31% | 97,31% |
12/07/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 147 350 CHF | 383 451 CHF | 97,61% | 97,61% |
11/07/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 152 330 CHF | 385 109 CHF | 98,47% | 98,47% |
10/07/2024 | 0,25% | 3,89 CHF | 3,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 175 290 CHF | 392 762 CHF | 98,53% | 98,53% |
09/07/2024 | 0,25% | 3,94 CHF | 3,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 177 240 CHF | 393 412 CHF | 98,62% | 98,62% |
08/07/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 160 090 CHF | 387 698 CHF | 97,00% | 97,00% |
05/07/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 156 480 CHF | 386 493 CHF | 98,04% | 98,04% |
04/07/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 163 510 CHF | 388 838 CHF | 93,53% | 93,53% |
03/07/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 164 330 CHF | 389 111 CHF | 98,16% | 98,16% |