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 | 0,31% | 3,14 CHF | 3,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 638 578 CHF | 640 578 CHF | 100,00% | 100,00% |
15/07/2024 | 0,35% | 2,97 CHF | 2,98 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 574 815 CHF | 576 815 CHF | 100,00% | 100,00% |
12/07/2024 | 0,34% | 2,69 CHF | 2,70 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 596 678 CHF | 598 678 CHF | 99,85% | 99,85% |
11/07/2024 | 0,31% | 3,08 CHF | 3,09 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 650 128 CHF | 652 128 CHF | 81,92% | 81,92% |
10/07/2024 | 0,29% | 3,35 CHF | 3,36 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 691 545 CHF | 693 545 CHF | 96,20% | 96,20% |
09/07/2024 | 0,29% | 3,65 CHF | 3,66 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 681 452 CHF | 683 452 CHF | 99,67% | 99,67% |
08/07/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 616 529 CHF | 618 529 CHF | 100,00% | 100,00% |
05/07/2024 | 0,33% | 3,22 CHF | 3,23 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 608 533 CHF | 610 533 CHF | 98,74% | 98,74% |
04/07/2024 | 0,30% | 3,24 CHF | 3,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 657 163 CHF | 659 163 CHF | 100,00% | 100,00% |
03/07/2024 | 0,29% | 3,39 CHF | 3,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 698 870 CHF | 700 870 CHF | 99,06% | 99,06% |