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 | 0,32% | 3,08 CHF | 3,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 944 972 CHF | 315 991 CHF | 99,28% | 99,28% |
15/07/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 982 735 CHF | 328 578 CHF | 98,48% | 98,48% |
12/07/2024 | 0,32% | 3,23 CHF | 3,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 925 088 CHF | 309 363 CHF | 99,19% | 99,19% |
11/07/2024 | 0,29% | 3,22 CHF | 3,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 018 750 CHF | 340 583 CHF | 98,09% | 98,09% |
10/07/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 005 280 CHF | 336 093 CHF | 99,18% | 99,18% |
09/07/2024 | 0,29% | 3,31 CHF | 3,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 026 400 CHF | 343 132 CHF | 99,40% | 99,40% |
08/07/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 989 531 CHF | 330 844 CHF | 99,38% | 99,38% |
05/07/2024 | 0,34% | 3,21 CHF | 3,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 891 172 CHF | 298 057 CHF | 99,28% | 99,28% |
04/07/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 865 178 CHF | 289 393 CHF | 99,37% | 99,37% |
03/07/2024 | 0,36% | 2,89 CHF | 2,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 826 880 CHF | 276 627 CHF | 99,39% | 99,39% |