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 | 1,33% | 0,76 CHF | 0,77 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 2 241 640 CHF | 2 271 640 CHF | 100,00% | 100,00% |
15/07/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 2 475 570 CHF | 2 505 570 CHF | 99,10% | 99,10% |
12/07/2024 | 1,24% | 0,88 CHF | 0,89 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 2 414 680 CHF | 2 444 680 CHF | 95,39% | 95,39% |
11/07/2024 | 1,45% | 0,78 CHF | 0,79 CHF | 3 000 000 | 3 000 000 | 2 945 890 | 2 945 890 | 2 201 560 CHF | 2 231 340 CHF | 99,68% | 99,68% |
10/07/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 2 091 750 CHF | 2 121 750 CHF | 100,00% | 100,00% |
09/07/2024 | 1,40% | 0,66 CHF | 0,67 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 2 136 790 CHF | 2 166 790 CHF | 100,00% | 100,00% |
08/07/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 2 360 480 CHF | 2 390 480 CHF | 100,00% | 100,00% |
05/07/2024 | 1,24% | 0,76 CHF | 0,77 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 2 407 760 CHF | 2 437 760 CHF | 99,82% | 99,82% |
04/07/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 2 240 800 CHF | 2 270 800 CHF | 99,93% | 99,93% |
03/07/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 2 109 700 CHF | 2 139 700 CHF | 100,00% | 100,00% |