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 | 0,32% | 3,17 CHF | 3,18 CHF | 80 000 | 80 000 | 79 344 | 79 344 | 251 651 CHF | 252 451 CHF | 99,99% | 99,99% |
15/07/2024 | 0,29% | 3,35 CHF | 3,36 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 276 312 CHF | 277 112 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 3,62 CHF | 3,63 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 273 903 CHF | 274 703 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 264 127 CHF | 264 927 CHF | 99,85% | 99,85% |
10/07/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 278 822 CHF | 279 722 CHF | 100,00% | 100,00% |
09/07/2024 | 0,32% | 2,96 CHF | 2,97 CHF | 80 000 | 80 000 | 79 735 | 79 735 | 248 258 CHF | 249 058 CHF | 100,00% | 100,00% |
08/07/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 80 000 | 80 000 | 79 864 | 79 864 | 269 971 CHF | 270 771 CHF | 98,71% | 98,71% |
05/07/2024 | 0,29% | 3,30 CHF | 3,31 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 273 503 CHF | 274 303 CHF | 99,99% | 99,99% |
04/07/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 301 678 CHF | 302 578 CHF | 99,85% | 99,85% |
03/07/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 291 999 CHF | 292 899 CHF | 100,00% | 100,00% |