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 | 0,29% | 3,38 CHF | 3,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 035 170 CHF | 346 058 CHF | 99,37% | 99,37% |
15/07/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 072 810 CHF | 358 603 CHF | 98,45% | 98,45% |
12/07/2024 | 0,30% | 3,53 CHF | 3,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 013 360 CHF | 338 787 CHF | 99,19% | 99,19% |
11/07/2024 | 0,27% | 3,51 CHF | 3,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 108 900 CHF | 370 634 CHF | 98,06% | 98,06% |
10/07/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 095 060 CHF | 366 019 CHF | 99,17% | 99,17% |
09/07/2024 | 0,27% | 3,61 CHF | 3,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 115 950 CHF | 372 985 CHF | 99,38% | 99,38% |
08/07/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 078 200 CHF | 360 399 CHF | 99,39% | 99,39% |
05/07/2024 | 0,31% | 3,50 CHF | 3,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 979 698 CHF | 327 566 CHF | 99,32% | 99,32% |
04/07/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 953 333 CHF | 318 778 CHF | 99,38% | 99,38% |
03/07/2024 | 0,33% | 3,18 CHF | 3,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 913 668 CHF | 305 556 CHF | 99,38% | 99,38% |