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 | 0,33% | 3,11 CHF | 3,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 900 657 CHF | 301 219 CHF | 94,88% | 94,88% |
15/07/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 895 789 CHF | 299 596 CHF | 86,33% | 86,33% |
12/07/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 934 128 CHF | 312 376 CHF | 99,42% | 99,42% |
11/07/2024 | 0,30% | 3,24 CHF | 3,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 993 203 CHF | 332 068 CHF | 98,10% | 98,10% |
10/07/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 962 824 CHF | 321 941 CHF | 96,00% | 96,00% |
09/07/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 970 742 CHF | 324 581 CHF | 96,78% | 96,78% |
08/07/2024 | 0,33% | 3,15 CHF | 3,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 921 686 CHF | 308 229 CHF | 93,04% | 93,04% |
05/07/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 950 506 CHF | 317 835 CHF | 95,63% | 95,63% |
04/07/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 960 567 CHF | 321 189 CHF | 99,41% | 99,41% |
03/07/2024 | 0,32% | 3,26 CHF | 3,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 941 253 CHF | 314 751 CHF | 97,84% | 97,84% |