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 | 0,32% | 3,24 CHF | 3,25 CHF | 270 000 | 270 000 | 118 782 | 118 782 | 389 917 CHF | 391 115 CHF | 99,87% | 99,87% |
15/07/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 270 000 | 270 000 | 120 217 | 120 217 | 408 066 CHF | 409 273 CHF | 97,67% | 97,67% |
12/07/2024 | 0,31% | 3,43 CHF | 3,44 CHF | 270 000 | 270 000 | 119 182 | 119 182 | 397 932 CHF | 399 130 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 270 000 | 270 000 | 118 158 | 118 158 | 423 001 CHF | 424 194 CHF | 99,90% | 99,90% |
10/07/2024 | 0,29% | 3,59 CHF | 3,60 CHF | 250 000 | 250 000 | 116 177 | 116 177 | 413 440 CHF | 414 606 CHF | 100,00% | 100,00% |
09/07/2024 | 0,30% | 3,49 CHF | 3,50 CHF | 270 000 | 270 000 | 120 627 | 120 627 | 416 746 CHF | 417 959 CHF | 96,19% | 96,19% |
08/07/2024 | 0,32% | 3,32 CHF | 3,33 CHF | 270 000 | 270 000 | 119 115 | 119 115 | 390 705 CHF | 391 902 CHF | 100,00% | 100,00% |
05/07/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 270 000 | 270 000 | 119 639 | 119 639 | 395 166 CHF | 396 368 CHF | 99,13% | 99,13% |
04/07/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 264 427 CHF | 265 227 CHF | 97,70% | 97,70% |
03/07/2024 | 0,34% | 3,22 CHF | 3,23 CHF | 270 000 | 270 000 | 126 957 | 126 957 | 390 010 CHF | 391 285 CHF | 97,19% | 97,19% |