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% | 3,38 CHF | 3,39 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 665 637 CHF | 667 637 CHF | 100,00% | 100,00% |
15/07/2024 | 0,27% | 3,56 CHF | 3,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 730 964 CHF | 732 964 CHF | 100,00% | 100,00% |
12/07/2024 | 0,28% | 3,87 CHF | 3,88 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 709 048 CHF | 711 048 CHF | 99,84% | 99,84% |
11/07/2024 | 0,31% | 3,44 CHF | 3,45 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 654 080 CHF | 656 080 CHF | 81,92% | 81,92% |
10/07/2024 | 0,33% | 3,18 CHF | 3,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 612 479 CHF | 614 479 CHF | 96,18% | 96,18% |
09/07/2024 | 0,32% | 2,84 CHF | 2,85 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 618 166 CHF | 620 166 CHF | 99,65% | 99,65% |
08/07/2024 | 0,29% | 3,32 CHF | 3,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 684 839 CHF | 686 839 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 3,30 CHF | 3,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 698 829 CHF | 700 829 CHF | 98,74% | 98,74% |
04/07/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 648 842 CHF | 650 842 CHF | 100,00% | 100,00% |
03/07/2024 | 0,33% | 3,17 CHF | 3,18 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 611 665 CHF | 613 665 CHF | 99,12% | 99,12% |