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% | 3,29 CHF | 3,30 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 583 386 CHF | 585 136 CHF | 100,00% | 100,00% |
15/07/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 556 868 CHF | 558 618 CHF | 100,00% | 100,00% |
12/07/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 564 633 CHF | 566 383 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 175 000 | 175 000 | 174 579 | 174 579 | 577 198 CHF | 578 945 CHF | 100,00% | 100,00% |
10/07/2024 | 0,28% | 3,42 CHF | 3,43 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 526 292 CHF | 527 792 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 522 436 CHF | 523 936 CHF | 100,00% | 100,00% |
08/07/2024 | 0,36% | 3,53 CHF | 3,54 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 529 361 CHF | 531 268 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 3,59 CHF | 3,60 CHF | 150 000 | 150 000 | 149 659 | 149 659 | 525 446 CHF | 526 943 CHF | 100,00% | 100,00% |
04/07/2024 | 0,33% | 3,50 CHF | 3,51 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 529 674 CHF | 531 406 CHF | 100,00% | 100,00% |
03/07/2024 | 0,35% | 3,56 CHF | 3,57 CHF | 150 000 | 150 000 | 149 654 | 149 654 | 533 678 CHF | 535 539 CHF | 100,00% | 100,00% |