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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 4,51% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 752 505 | 250 835 | 162 989 CHF | 56 838 CHF | 99,20% | 99,20% |
16/07/2024 | 4,45% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 762 675 | 254 225 | 167 425 CHF | 58 351 CHF | 97,82% | 97,82% |
15/07/2024 | 4,45% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 165 130 CHF | 57 543 CHF | 97,83% | 97,83% |
12/07/2024 | 5,76% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 151 992 CHF | 53 664 CHF | 99,03% | 99,03% |
11/07/2024 | 7,59% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 983 918 | 383 918 | 125 373 CHF | 52 504 CHF | 97,24% | 97,24% |
10/07/2024 | 7,98% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 120 297 CHF | 52 119 CHF | 89,36% | 89,36% |
09/07/2024 | 7,67% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 125 503 CHF | 54 201 CHF | 99,35% | 99,35% |
08/07/2024 | 7,84% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 122 705 CHF | 53 082 CHF | 97,53% | 97,53% |
05/07/2024 | 7,37% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 130 804 CHF | 56 322 CHF | 96,91% | 96,91% |
04/07/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 130 000 CHF | 56 000 CHF | 99,36% | 99,36% |