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 | 3,23% | 0,31 CHF | 0,32 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 304 875 CHF | 157 437 CHF | 99,27% | 99,27% |
15/07/2024 | 2,58% | 0,36 CHF | 0,37 CHF | 1 000 000 | 500 000 | 999 772 | 500 000 | 383 999 CHF | 197 044 CHF | 99,27% | 99,27% |
12/07/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 1 000 000 | 500 000 | 999 893 | 500 000 | 368 854 CHF | 189 447 CHF | 99,27% | 99,27% |
11/07/2024 | 2,53% | 0,37 CHF | 0,38 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 651 | 391 378 CHF | 200 558 CHF | 99,27% | 99,27% |
10/07/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 346 953 CHF | 178 476 CHF | 99,27% | 99,27% |
09/07/2024 | 2,90% | 0,33 CHF | 0,34 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 339 921 CHF | 174 961 CHF | 99,27% | 99,27% |
08/07/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 1 000 000 | 500 000 | 999 552 | 500 000 | 322 818 CHF | 166 480 CHF | 99,25% | 99,25% |
05/07/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 535 | 308 510 CHF | 159 110 CHF | 99,27% | 99,27% |
04/07/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 334 614 CHF | 172 307 CHF | 99,27% | 99,27% |
03/07/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 316 935 CHF | 163 467 CHF | 99,27% | 99,27% |