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 | 0,27% | 3,61 CHF | 3,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 105 960 CHF | 369 654 CHF | 99,37% | 99,37% |
15/07/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 143 490 CHF | 382 165 CHF | 98,51% | 98,51% |
12/07/2024 | 0,28% | 3,77 CHF | 3,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 083 930 CHF | 362 309 CHF | 99,25% | 99,25% |
11/07/2024 | 0,25% | 3,75 CHF | 3,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 179 270 CHF | 394 091 CHF | 98,01% | 98,01% |
10/07/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 166 000 CHF | 389 665 CHF | 99,16% | 99,16% |
09/07/2024 | 0,25% | 3,84 CHF | 3,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 186 310 CHF | 396 437 CHF | 99,36% | 99,36% |
08/07/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 148 810 CHF | 383 937 CHF | 99,36% | 99,36% |
05/07/2024 | 0,29% | 3,73 CHF | 3,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 050 290 CHF | 351 098 CHF | 99,24% | 99,24% |
04/07/2024 | 0,29% | 3,39 CHF | 3,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 024 050 CHF | 342 349 CHF | 99,37% | 99,37% |
03/07/2024 | 0,30% | 3,41 CHF | 3,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 984 546 CHF | 329 182 CHF | 99,40% | 99,40% |