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 | 0,29% | 3,59 CHF | 3,60 CHF | 270 000 | 270 000 | 114 236 | 114 236 | 414 477 CHF | 415 629 CHF | 95,97% | 95,97% |
15/07/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 270 000 | 270 000 | 116 768 | 116 768 | 436 735 CHF | 437 906 CHF | 94,26% | 94,26% |
12/07/2024 | 0,28% | 3,78 CHF | 3,79 CHF | 270 000 | 270 000 | 115 917 | 115 917 | 426 775 CHF | 427 939 CHF | 94,75% | 94,75% |
11/07/2024 | 0,26% | 3,75 CHF | 3,76 CHF | 270 000 | 270 000 | 111 643 | 111 643 | 439 242 CHF | 440 369 CHF | 93,23% | 93,23% |
10/07/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 250 000 | 250 000 | 112 164 | 112 164 | 437 756 CHF | 438 882 CHF | 96,07% | 96,07% |
09/07/2024 | 0,28% | 3,83 CHF | 3,84 CHF | 270 000 | 270 000 | 114 390 | 114 390 | 434 066 CHF | 435 216 CHF | 96,22% | 96,22% |
08/07/2024 | 0,29% | 3,66 CHF | 3,67 CHF | 270 000 | 270 000 | 114 598 | 114 598 | 414 758 CHF | 415 910 CHF | 96,38% | 96,38% |
05/07/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 270 000 | 270 000 | 116 077 | 116 077 | 423 604 CHF | 424 769 CHF | 93,73% | 93,73% |
04/07/2024 | 0,27% | 3,65 CHF | 3,66 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 292 070 CHF | 292 870 CHF | 97,95% | 97,95% |
03/07/2024 | 0,30% | 3,56 CHF | 3,57 CHF | 270 000 | 270 000 | 127 436 | 127 436 | 435 445 CHF | 436 724 CHF | 96,82% | 96,82% |