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 | 0,35% | 2,91 CHF | 2,92 CHF | 270 000 | 270 000 | 118 778 | 118 778 | 349 741 CHF | 350 939 CHF | 99,88% | 99,88% |
15/07/2024 | 0,34% | 3,06 CHF | 3,07 CHF | 270 000 | 270 000 | 120 179 | 120 179 | 367 223 CHF | 368 430 CHF | 97,71% | 97,71% |
12/07/2024 | 0,35% | 3,09 CHF | 3,10 CHF | 270 000 | 270 000 | 119 181 | 119 181 | 357 615 CHF | 358 813 CHF | 100,00% | 100,00% |
11/07/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 270 000 | 270 000 | 118 145 | 118 145 | 382 783 CHF | 383 976 CHF | 99,89% | 99,89% |
10/07/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 250 000 | 250 000 | 116 148 | 116 148 | 373 686 CHF | 374 852 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 3,15 CHF | 3,16 CHF | 270 000 | 270 000 | 119 694 | 119 694 | 372 637 CHF | 373 841 CHF | 98,42% | 98,42% |
08/07/2024 | 0,36% | 2,98 CHF | 2,99 CHF | 270 000 | 270 000 | 119 112 | 119 112 | 350 330 CHF | 351 528 CHF | 100,00% | 100,00% |
05/07/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 270 000 | 270 000 | 119 577 | 119 577 | 354 362 CHF | 355 562 CHF | 99,28% | 99,28% |
04/07/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 237 185 CHF | 237 985 CHF | 98,08% | 98,08% |
03/07/2024 | 0,38% | 2,88 CHF | 2,89 CHF | 270 000 | 270 000 | 125 019 | 125 019 | 341 621 CHF | 342 875 CHF | 94,55% | 94,55% |