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 | 0,30% | 3,40 CHF | 3,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 009 280 CHF | 337 426 CHF | 99,41% | 99,41% |
15/07/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 973 928 CHF | 325 643 CHF | 99,39% | 99,39% |
12/07/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 935 407 CHF | 312 802 CHF | 99,42% | 99,42% |
11/07/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 978 734 CHF | 327 244 CHF | 98,07% | 98,07% |
10/07/2024 | 0,29% | 3,34 CHF | 3,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 016 810 CHF | 339 936 CHF | 98,90% | 98,90% |
09/07/2024 | 0,30% | 3,45 CHF | 3,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 015 310 CHF | 339 437 CHF | 99,41% | 99,41% |
08/07/2024 | 0,31% | 3,35 CHF | 3,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 970 230 CHF | 324 410 CHF | 99,41% | 99,41% |
05/07/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 934 167 CHF | 312 389 CHF | 99,14% | 99,14% |
04/07/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 940 860 CHF | 314 620 CHF | 99,38% | 99,38% |
03/07/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 940 262 CHF | 314 421 CHF | 99,42% | 99,42% |