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% | 3,05 CHF | 3,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 915 394 CHF | 306 131 CHF | 98,55% | 98,55% |
15/07/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 899 529 CHF | 300 843 CHF | 97,32% | 97,32% |
12/07/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 892 340 CHF | 298 446 CHF | 97,61% | 97,61% |
11/07/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 897 705 CHF | 300 235 CHF | 98,46% | 98,46% |
10/07/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 921 250 CHF | 308 083 CHF | 98,52% | 98,52% |
09/07/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 923 107 CHF | 308 702 CHF | 98,62% | 98,62% |
08/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 906 320 CHF | 303 107 CHF | 97,00% | 97,00% |
05/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 901 991 CHF | 301 664 CHF | 98,04% | 98,04% |
04/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 909 211 CHF | 304 070 CHF | 93,50% | 93,50% |
03/07/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 910 119 CHF | 304 373 CHF | 98,15% | 98,15% |