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% | 3,05 CHF | 3,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 915 254 CHF | 306 085 CHF | 98,54% | 98,54% |
15/07/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 899 374 CHF | 300 791 CHF | 97,29% | 97,29% |
12/07/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 892 194 CHF | 298 398 CHF | 97,63% | 97,63% |
11/07/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 897 517 CHF | 300 172 CHF | 98,47% | 98,47% |
10/07/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 921 064 CHF | 308 021 CHF | 98,54% | 98,54% |
09/07/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 922 959 CHF | 308 653 CHF | 98,61% | 98,61% |
08/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 906 162 CHF | 303 054 CHF | 96,99% | 96,99% |
05/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 901 854 CHF | 301 618 CHF | 98,03% | 98,03% |
04/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 909 038 CHF | 304 013 CHF | 93,51% | 93,51% |
03/07/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 909 980 CHF | 304 327 CHF | 98,16% | 98,16% |