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% | 3,26 CHF | 3,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 999 875 CHF | 334 292 CHF | 99,36% | 99,36% |
15/07/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 037 590 CHF | 346 865 CHF | 98,42% | 98,42% |
12/07/2024 | 0,31% | 3,42 CHF | 3,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 978 289 CHF | 327 096 CHF | 99,34% | 99,34% |
11/07/2024 | 0,28% | 3,39 CHF | 3,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 073 570 CHF | 358 857 CHF | 98,15% | 98,15% |
10/07/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 060 050 CHF | 354 350 CHF | 99,19% | 99,19% |
09/07/2024 | 0,28% | 3,49 CHF | 3,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 080 480 CHF | 361 161 CHF | 99,39% | 99,39% |
08/07/2024 | 0,29% | 3,55 CHF | 3,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 043 210 CHF | 348 737 CHF | 99,34% | 99,34% |
05/07/2024 | 0,32% | 3,38 CHF | 3,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 944 278 CHF | 315 760 CHF | 99,29% | 99,29% |
04/07/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 917 974 CHF | 306 991 CHF | 99,37% | 99,37% |
03/07/2024 | 0,34% | 3,06 CHF | 3,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 878 132 CHF | 293 711 CHF | 99,39% | 99,39% |