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% | 3,07 CHF | 3,08 CHF | 270 000 | 270 000 | 118 773 | 118 773 | 369 725 CHF | 370 923 CHF | 99,89% | 99,89% |
15/07/2024 | 0,32% | 3,23 CHF | 3,24 CHF | 270 000 | 270 000 | 120 199 | 120 199 | 387 571 CHF | 388 777 CHF | 97,71% | 97,71% |
12/07/2024 | 0,33% | 3,26 CHF | 3,27 CHF | 270 000 | 270 000 | 119 182 | 119 182 | 377 700 CHF | 378 897 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 3,24 CHF | 3,25 CHF | 270 000 | 270 000 | 118 137 | 118 137 | 402 773 CHF | 403 966 CHF | 99,89% | 99,89% |
10/07/2024 | 0,31% | 3,42 CHF | 3,43 CHF | 250 000 | 250 000 | 116 159 | 116 159 | 393 481 CHF | 394 648 CHF | 100,00% | 100,00% |
09/07/2024 | 0,32% | 3,32 CHF | 3,33 CHF | 270 000 | 270 000 | 120 102 | 120 102 | 394 363 CHF | 395 571 CHF | 97,44% | 97,44% |
08/07/2024 | 0,34% | 3,15 CHF | 3,16 CHF | 270 000 | 270 000 | 119 112 | 119 112 | 370 429 CHF | 371 627 CHF | 100,00% | 100,00% |
05/07/2024 | 0,33% | 3,10 CHF | 3,11 CHF | 270 000 | 270 000 | 119 575 | 119 575 | 374 581 CHF | 375 781 CHF | 99,28% | 99,28% |
04/07/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 250 753 CHF | 251 553 CHF | 97,95% | 97,95% |
03/07/2024 | 0,36% | 3,04 CHF | 3,05 CHF | 270 000 | 270 000 | 122 402 | 122 402 | 354 921 CHF | 356 150 CHF | 91,04% | 91,04% |