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 | 0,34% | 2,96 CHF | 2,97 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 452 470 CHF | 291 493 CHF | 99,27% | 99,27% |
15/07/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 426 900 CHF | 286 381 CHF | 99,27% | 99,27% |
12/07/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 392 870 CHF | 279 575 CHF | 99,27% | 99,27% |
11/07/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 424 510 CHF | 285 902 CHF | 99,26% | 99,26% |
10/07/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 399 080 CHF | 280 817 CHF | 99,27% | 99,27% |
09/07/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 441 160 CHF | 289 231 CHF | 99,27% | 99,27% |
08/07/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 420 200 CHF | 285 039 CHF | 99,25% | 99,25% |
05/07/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 424 490 CHF | 285 898 CHF | 99,27% | 99,27% |
04/07/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 406 420 CHF | 282 284 CHF | 99,27% | 99,27% |
03/07/2024 | 0,35% | 2,80 CHF | 2,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 408 530 CHF | 282 707 CHF | 99,27% | 99,27% |