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 | 1,75% | 0,60 CHF | 0,61 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 566 978 CHF | 230 791 CHF | 99,27% | 99,27% |
15/07/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 696 014 CHF | 282 406 CHF | 99,27% | 99,27% |
12/07/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 657 394 CHF | 266 958 CHF | 99,27% | 99,27% |
11/07/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 681 744 CHF | 276 698 CHF | 99,27% | 99,27% |
10/07/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 638 350 CHF | 259 340 CHF | 99,27% | 99,27% |
09/07/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 667 302 CHF | 270 921 CHF | 99,27% | 99,27% |
08/07/2024 | 1,65% | 0,65 CHF | 0,66 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 603 088 CHF | 245 235 CHF | 99,24% | 99,24% |
05/07/2024 | 1,83% | 0,52 CHF | 0,53 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 540 991 CHF | 220 397 CHF | 99,27% | 99,27% |
04/07/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 1 000 000 | 400 000 | 999 991 | 400 000 | 538 304 CHF | 219 323 CHF | 99,27% | 99,27% |
03/07/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 1 000 000 | 400 000 | 1 000 000 | 399 992 | 524 419 CHF | 213 764 CHF | 99,27% | 99,27% |