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 | 0,28% | 3,61 CHF | 3,62 CHF | 780 000 | 780 000 | 773 767 | 773 767 | 2 760 300 CHF | 2 768 100 CHF | 99,80% | 99,80% |
15/07/2024 | 0,26% | 3,74 CHF | 3,75 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 2 854 270 CHF | 2 861 770 CHF | 99,10% | 99,10% |
12/07/2024 | 0,27% | 3,99 CHF | 4,00 CHF | 790 000 | 790 000 | 790 000 | 790 000 | 2 957 970 CHF | 2 965 870 CHF | 95,39% | 95,39% |
11/07/2024 | 0,31% | 3,66 CHF | 3,67 CHF | 810 000 | 810 000 | 795 364 | 795 364 | 2 827 430 CHF | 2 835 470 CHF | 99,11% | 99,11% |
10/07/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 840 000 | 840 000 | 840 000 | 840 000 | 2 854 820 CHF | 2 863 220 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 3,26 CHF | 3,27 CHF | 790 000 | 790 000 | 787 226 | 787 226 | 2 693 660 CHF | 2 701 560 CHF | 100,00% | 100,00% |
08/07/2024 | 0,27% | 3,59 CHF | 3,60 CHF | 800 000 | 800 000 | 798 653 | 798 653 | 2 931 610 CHF | 2 939 610 CHF | 99,60% | 99,60% |
05/07/2024 | 0,27% | 3,59 CHF | 3,60 CHF | 800 000 | 800 000 | 800 000 | 800 000 | 3 004 500 CHF | 3 012 500 CHF | 99,81% | 99,81% |
04/07/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 810 000 | 810 000 | 810 000 | 810 000 | 2 898 700 CHF | 2 906 800 CHF | 99,93% | 99,93% |
03/07/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 850 000 | 850 000 | 850 000 | 850 000 | 2 925 980 CHF | 2 934 480 CHF | 100,00% | 100,00% |