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 | 0,30% | 3,33 CHF | 3,34 CHF | 130 000 | 130 000 | 58 459 | 58 459 | 199 622 CHF | 200 207 CHF | 99,90% | 99,90% |
15/07/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 130 000 | 130 000 | 58 931 | 58 931 | 214 805 CHF | 215 395 CHF | 97,76% | 97,76% |
12/07/2024 | 0,29% | 3,72 CHF | 3,73 CHF | 130 000 | 130 000 | 58 419 | 58 419 | 206 296 CHF | 206 881 CHF | 100,00% | 100,00% |
11/07/2024 | 0,25% | 3,67 CHF | 3,68 CHF | 130 000 | 130 000 | 55 573 | 55 573 | 222 706 CHF | 223 266 CHF | 99,85% | 99,85% |
10/07/2024 | 0,26% | 4,02 CHF | 4,03 CHF | 120 000 | 120 000 | 56 446 | 56 446 | 223 752 CHF | 224 317 CHF | 99,99% | 99,99% |
09/07/2024 | 0,28% | 3,83 CHF | 3,84 CHF | 130 000 | 130 000 | 58 512 | 58 512 | 219 833 CHF | 220 419 CHF | 99,70% | 99,70% |
08/07/2024 | 0,30% | 3,49 CHF | 3,50 CHF | 130 000 | 130 000 | 58 473 | 58 473 | 199 768 CHF | 200 353 CHF | 99,99% | 99,99% |
05/07/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 130 000 | 130 000 | 58 421 | 58 421 | 201 977 CHF | 202 563 CHF | 99,29% | 99,29% |
04/07/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 39 000 | 39 000 | 39 000 | 39 000 | 134 595 CHF | 134 985 CHF | 98,45% | 98,45% |
03/07/2024 | 0,35% | 3,27 CHF | 3,28 CHF | 130 000 | 130 000 | 62 425 | 62 425 | 186 352 CHF | 186 977 CHF | 99,52% | 99,52% |