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% | 3,50 CHF | 3,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 071 270 CHF | 358 089 CHF | 99,12% | 99,12% |
15/07/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 108 960 CHF | 370 653 CHF | 98,45% | 98,45% |
12/07/2024 | 0,29% | 3,65 CHF | 3,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 050 290 CHF | 351 097 CHF | 99,17% | 99,17% |
11/07/2024 | 0,26% | 3,63 CHF | 3,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 145 320 CHF | 382 773 CHF | 97,82% | 97,82% |
10/07/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 131 530 CHF | 378 177 CHF | 99,21% | 99,21% |
09/07/2024 | 0,26% | 3,73 CHF | 3,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 152 420 CHF | 385 140 CHF | 99,28% | 99,28% |
08/07/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 114 840 CHF | 372 614 CHF | 99,34% | 99,34% |
05/07/2024 | 0,29% | 3,62 CHF | 3,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 016 260 CHF | 339 754 CHF | 99,29% | 99,29% |
04/07/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 990 258 CHF | 331 086 CHF | 99,37% | 99,37% |
03/07/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 951 143 CHF | 318 048 CHF | 99,16% | 99,16% |