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% | 3,12 CHF | 3,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 526 CHF | 154 026 CHF | 100,00% | 100,00% |
15/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 001 CHF | 151 501 CHF | 100,00% | 100,00% |
12/07/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 622 CHF | 148 122 CHF | 98,41% | 98,41% |
11/07/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 725 CHF | 151 225 CHF | 99,98% | 99,98% |
10/07/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 226 CHF | 148 726 CHF | 99,80% | 99,80% |
09/07/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 375 CHF | 152 875 CHF | 100,00% | 100,00% |
08/07/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 350 CHF | 150 850 CHF | 98,98% | 98,98% |
05/07/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 724 CHF | 151 224 CHF | 100,00% | 100,00% |
04/07/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 920 CHF | 149 420 CHF | 98,17% | 98,17% |
03/07/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 088 CHF | 149 588 CHF | 100,00% | 100,00% |