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% | 3,10 CHF | 3,11 CHF | 850 000 | 850 000 | 843 180 | 843 180 | 2 583 600 CHF | 2 592 100 CHF | 99,81% | 99,81% |
15/07/2024 | 0,30% | 3,22 CHF | 3,23 CHF | 810 000 | 810 000 | 810 000 | 810 000 | 2 661 690 CHF | 2 669 790 CHF | 99,10% | 99,10% |
12/07/2024 | 0,31% | 3,46 CHF | 3,47 CHF | 860 000 | 860 000 | 860 000 | 860 000 | 2 776 760 CHF | 2 785 360 CHF | 95,39% | 95,39% |
11/07/2024 | 0,36% | 3,15 CHF | 3,16 CHF | 880 000 | 880 000 | 864 146 | 864 146 | 2 635 850 CHF | 2 644 580 CHF | 99,10% | 99,10% |
10/07/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 930 000 | 930 000 | 930 000 | 930 000 | 2 702 780 CHF | 2 712 080 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 2,78 CHF | 2,79 CHF | 860 000 | 860 000 | 856 988 | 856 988 | 2 508 950 CHF | 2 517 550 CHF | 100,00% | 100,00% |
08/07/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 870 000 | 870 000 | 868 541 | 868 541 | 2 747 830 CHF | 2 756 530 CHF | 99,59% | 99,59% |
05/07/2024 | 0,31% | 3,09 CHF | 3,10 CHF | 870 000 | 870 000 | 870 000 | 870 000 | 2 820 490 CHF | 2 829 190 CHF | 99,78% | 99,78% |
04/07/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 890 000 | 890 000 | 890 000 | 890 000 | 2 737 860 CHF | 2 746 760 CHF | 99,94% | 99,94% |
03/07/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 940 000 | 940 000 | 940 000 | 940 000 | 2 771 970 CHF | 2 781 370 CHF | 100,00% | 100,00% |