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 | 3,88% | 0,24 CHF | 0,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 75 994 CHF | 78 994 CHF | 97,54% | 97,54% |
15/07/2024 | 3,69% | 0,28 CHF | 0,29 CHF | 250 000 | 250 000 | 280 627 | 280 627 | 74 539 CHF | 77 346 CHF | 98,21% | 98,21% |
12/07/2024 | 4,54% | 0,26 CHF | 0,27 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 65 086 CHF | 68 086 CHF | 97,21% | 97,21% |
11/07/2024 | 3,66% | 0,24 CHF | 0,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 80 760 CHF | 83 760 CHF | 97,97% | 97,97% |
10/07/2024 | 3,58% | 0,27 CHF | 0,28 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 82 316 CHF | 85 316 CHF | 98,34% | 98,34% |
09/07/2024 | 3,38% | 0,25 CHF | 0,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 87 963 CHF | 90 963 CHF | 97,41% | 97,41% |
08/07/2024 | 5,06% | 0,22 CHF | 0,23 CHF | 400 000 | 400 000 | 398 936 | 398 936 | 77 488 CHF | 81 477 CHF | 96,91% | 96,91% |
05/07/2024 | 7,88% | 0,15 CHF | 0,16 CHF | 400 000 | 400 000 | 981 553 | 495 168 | 119 372 CHF | 65 312 CHF | 93,32% | 93,32% |
04/07/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 635 | 120 000 CHF | 64 953 CHF | 99,19% | 99,19% |
03/07/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 119 702 CHF | 64 851 CHF | 97,92% | 97,92% |