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% | 3,41 CHF | 3,42 CHF | 270 000 | 270 000 | 118 774 | 118 774 | 410 196 CHF | 411 395 CHF | 99,89% | 99,89% |
15/07/2024 | 0,29% | 3,57 CHF | 3,58 CHF | 270 000 | 270 000 | 120 230 | 120 230 | 428 661 CHF | 429 868 CHF | 97,62% | 97,62% |
12/07/2024 | 0,30% | 3,60 CHF | 3,61 CHF | 270 000 | 270 000 | 119 182 | 119 182 | 418 280 CHF | 419 478 CHF | 100,00% | 100,00% |
11/07/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 270 000 | 270 000 | 118 159 | 118 159 | 443 267 CHF | 444 460 CHF | 99,90% | 99,90% |
10/07/2024 | 0,28% | 3,76 CHF | 3,77 CHF | 250 000 | 250 000 | 116 176 | 116 176 | 433 409 CHF | 434 576 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 3,66 CHF | 3,67 CHF | 270 000 | 270 000 | 122 793 | 122 793 | 445 612 CHF | 446 846 CHF | 91,35% | 91,35% |
08/07/2024 | 0,30% | 3,49 CHF | 3,50 CHF | 270 000 | 270 000 | 119 177 | 119 177 | 411 346 CHF | 412 545 CHF | 99,78% | 99,78% |
05/07/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 270 000 | 270 000 | 115 131 | 115 131 | 400 321 CHF | 401 476 CHF | 92,92% | 92,92% |
04/07/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 278 181 CHF | 278 981 CHF | 97,07% | 97,07% |
03/07/2024 | 0,32% | 3,39 CHF | 3,40 CHF | 270 000 | 270 000 | 124 878 | 124 878 | 405 021 CHF | 406 274 CHF | 95,05% | 95,05% |