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 | 3,21% | 0,29 CHF | 0,30 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 307 530 CHF | 127 012 CHF | 98,93% | 98,93% |
15/07/2024 | 2,95% | 0,36 CHF | 0,37 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 334 515 CHF | 137 806 CHF | 98,64% | 98,64% |
12/07/2024 | 4,47% | 0,28 CHF | 0,29 CHF | 1 000 000 | 400 000 | 1 000 000 | 416 016 | 221 004 CHF | 95 679 CHF | 99,08% | 99,08% |
11/07/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 1 000 000 | 400 000 | 1 000 000 | 402 701 | 379 072 CHF | 156 650 CHF | 98,24% | 98,24% |
10/07/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 1 000 000 | 400 000 | 1 000 000 | 412 278 | 373 588 CHF | 157 959 CHF | 99,16% | 99,16% |
09/07/2024 | 3,19% | 0,35 CHF | 0,36 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 993 | 308 738 CHF | 159 367 CHF | 99,01% | 99,01% |
08/07/2024 | 3,46% | 0,33 CHF | 0,34 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 284 591 CHF | 147 296 CHF | 98,94% | 98,94% |
05/07/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 297 526 CHF | 153 763 CHF | 98,86% | 98,86% |
04/07/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 270 937 CHF | 140 468 CHF | 99,37% | 99,37% |
03/07/2024 | 4,43% | 0,26 CHF | 0,27 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 562 | 222 554 CHF | 116 168 CHF | 98,83% | 98,83% |