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 | 2,22% | 0,46 CHF | 0,47 CHF | 1 000 000 | 1 000 000 | 991 915 | 991 915 | 452 326 CHF | 462 326 CHF | 98,76% | 98,76% |
15/07/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 444 650 CHF | 454 650 CHF | 99,10% | 99,10% |
12/07/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 449 129 CHF | 459 129 CHF | 95,40% | 95,40% |
11/07/2024 | 2,36% | 0,46 CHF | 0,47 CHF | 1 000 000 | 1 000 000 | 981 837 | 981 837 | 450 502 CHF | 460 427 CHF | 99,13% | 99,13% |
10/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 463 294 CHF | 473 294 CHF | 100,00% | 100,00% |
09/07/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 1 000 000 | 1 000 000 | 996 524 | 996 524 | 445 023 CHF | 455 023 CHF | 100,00% | 100,00% |
08/07/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 1 000 000 | 1 000 000 | 998 350 | 998 350 | 425 099 CHF | 435 099 CHF | 99,99% | 99,99% |
05/07/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 436 393 CHF | 446 393 CHF | 99,81% | 99,81% |
04/07/2024 | 2,17% | 0,45 CHF | 0,46 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 454 931 CHF | 464 931 CHF | 99,94% | 99,94% |
03/07/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 474 206 CHF | 484 206 CHF | 100,00% | 100,00% |