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 | 0,26% | 3,76 CHF | 3,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 149 970 CHF | 384 324 CHF | 99,34% | 99,34% |
15/07/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 187 460 CHF | 396 819 CHF | 98,51% | 98,51% |
12/07/2024 | 0,27% | 3,92 CHF | 3,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 127 990 CHF | 376 998 CHF | 99,25% | 99,25% |
11/07/2024 | 0,24% | 3,89 CHF | 3,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 223 560 CHF | 408 854 CHF | 98,03% | 98,03% |
10/07/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 210 290 CHF | 404 429 CHF | 99,16% | 99,16% |
09/07/2024 | 0,24% | 3,99 CHF | 4,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 230 590 CHF | 411 196 CHF | 99,38% | 99,38% |
08/07/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 192 680 CHF | 398 560 CHF | 99,34% | 99,34% |
05/07/2024 | 0,27% | 3,88 CHF | 3,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 094 630 CHF | 365 877 CHF | 99,34% | 99,34% |
04/07/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 068 580 CHF | 357 194 CHF | 99,37% | 99,37% |
03/07/2024 | 0,29% | 3,56 CHF | 3,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 028 860 CHF | 343 953 CHF | 99,40% | 99,40% |