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 | 0,28% | 3,49 CHF | 3,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 070 460 CHF | 357 819 CHF | 99,22% | 99,22% |
15/07/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 108 110 CHF | 370 370 CHF | 98,33% | 98,33% |
12/07/2024 | 0,29% | 3,65 CHF | 3,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 048 680 CHF | 350 560 CHF | 99,24% | 99,24% |
11/07/2024 | 0,26% | 3,63 CHF | 3,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 144 210 CHF | 382 404 CHF | 98,10% | 98,10% |
10/07/2024 | 0,27% | 3,81 CHF | 3,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 130 560 CHF | 377 852 CHF | 99,18% | 99,18% |
09/07/2024 | 0,26% | 3,72 CHF | 3,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 151 300 CHF | 384 766 CHF | 99,42% | 99,42% |
08/07/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 113 580 CHF | 372 194 CHF | 99,39% | 99,39% |
05/07/2024 | 0,30% | 3,61 CHF | 3,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 015 140 CHF | 339 381 CHF | 99,39% | 99,39% |
04/07/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 988 540 CHF | 330 513 CHF | 99,37% | 99,37% |
03/07/2024 | 0,32% | 3,30 CHF | 3,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 949 072 CHF | 317 357 CHF | 99,16% | 99,16% |