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 | 0,26% | 3,82 CHF | 3,83 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 949 136 CHF | 380 654 CHF | 99,38% | 99,38% |
15/07/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 958 066 CHF | 384 226 CHF | 99,37% | 99,37% |
12/07/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 934 624 CHF | 374 850 CHF | 99,37% | 99,37% |
11/07/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 942 722 CHF | 378 089 CHF | 98,89% | 98,89% |
10/07/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 785 047 CHF | 315 019 CHF | 99,36% | 99,36% |
09/07/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 754 324 CHF | 302 729 CHF | 99,38% | 99,38% |
08/07/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 727 887 CHF | 292 155 CHF | 99,38% | 99,38% |
05/07/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 735 198 CHF | 295 079 CHF | 98,76% | 98,76% |
04/07/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 734 136 CHF | 294 654 CHF | 99,15% | 99,15% |
03/07/2024 | 0,30% | 3,21 CHF | 3,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 820 321 CHF | 329 129 CHF | 99,38% | 99,38% |