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 | 0,34% | 3,01 CHF | 3,02 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 591 828 CHF | 593 828 CHF | 100,00% | 100,00% |
15/07/2024 | 0,30% | 3,18 CHF | 3,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 655 830 CHF | 657 830 CHF | 100,00% | 100,00% |
12/07/2024 | 0,32% | 3,49 CHF | 3,50 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 634 618 CHF | 636 618 CHF | 99,85% | 99,85% |
11/07/2024 | 0,34% | 3,07 CHF | 3,08 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 581 218 CHF | 583 218 CHF | 81,91% | 81,91% |
10/07/2024 | 0,37% | 2,82 CHF | 2,83 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 541 585 CHF | 543 585 CHF | 96,18% | 96,18% |
09/07/2024 | 0,37% | 2,49 CHF | 2,50 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 546 337 CHF | 548 337 CHF | 99,65% | 99,65% |
08/07/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 611 621 CHF | 613 621 CHF | 100,00% | 100,00% |
05/07/2024 | 0,32% | 2,94 CHF | 2,95 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 625 766 CHF | 627 766 CHF | 98,75% | 98,75% |
04/07/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 577 193 CHF | 579 193 CHF | 100,00% | 100,00% |
03/07/2024 | 0,37% | 2,82 CHF | 2,83 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 542 155 CHF | 544 155 CHF | 99,13% | 99,13% |