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 | 0,25% | 4,01 CHF | 4,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 811 990 CHF | 605 495 CHF | 99,22% | 99,22% |
15/07/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 778 660 CHF | 594 388 CHF | 99,15% | 99,15% |
12/07/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 795 550 CHF | 600 016 CHF | 99,23% | 99,23% |
11/07/2024 | 0,24% | 4,03 CHF | 4,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 879 380 CHF | 627 959 CHF | 98,55% | 98,55% |
10/07/2024 | 0,23% | 4,20 CHF | 4,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 928 780 CHF | 644 427 CHF | 99,23% | 99,23% |
09/07/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 941 280 CHF | 648 592 CHF | 99,22% | 99,22% |
08/07/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 936 010 CHF | 646 835 CHF | 99,22% | 99,22% |
05/07/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 922 500 CHF | 642 332 CHF | 99,20% | 99,20% |
04/07/2024 | 0,23% | 4,27 CHF | 4,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 915 880 CHF | 640 127 CHF | 99,23% | 99,23% |
03/07/2024 | 0,23% | 4,25 CHF | 4,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 915 010 CHF | 639 837 CHF | 99,23% | 99,23% |