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% | 3,36 CHF | 3,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 028 610 CHF | 343 869 CHF | 99,32% | 99,32% |
15/07/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 066 540 CHF | 356 515 CHF | 98,33% | 98,33% |
12/07/2024 | 0,30% | 3,52 CHF | 3,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 008 010 CHF | 337 002 CHF | 99,30% | 99,30% |
11/07/2024 | 0,27% | 3,49 CHF | 3,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 102 560 CHF | 368 521 CHF | 98,11% | 98,11% |
10/07/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 088 940 CHF | 363 981 CHF | 99,23% | 99,23% |
09/07/2024 | 0,27% | 3,59 CHF | 3,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 110 140 CHF | 371 046 CHF | 99,38% | 99,38% |
08/07/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 072 540 CHF | 358 512 CHF | 99,34% | 99,34% |
05/07/2024 | 0,31% | 3,49 CHF | 3,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 974 100 CHF | 325 700 CHF | 99,31% | 99,31% |
04/07/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 947 913 CHF | 316 971 CHF | 99,37% | 99,37% |
03/07/2024 | 0,33% | 3,16 CHF | 3,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 908 926 CHF | 303 975 CHF | 99,39% | 99,39% |