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 | 4,42% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 421 832 | 222 246 CHF | 97 504 CHF | 98,73% | 98,73% |
15/07/2024 | 4,05% | 0,27 CHF | 0,28 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 753 | 242 835 CHF | 101 302 CHF | 98,20% | 98,20% |
12/07/2024 | 6,39% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 153 526 CHF | 81 763 CHF | 98,42% | 98,42% |
11/07/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 285 903 CHF | 147 951 CHF | 98,21% | 98,21% |
10/07/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 281 335 CHF | 145 667 CHF | 99,24% | 99,24% |
09/07/2024 | 4,33% | 0,26 CHF | 0,27 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 226 385 CHF | 118 193 CHF | 99,13% | 99,13% |
08/07/2024 | 4,76% | 0,24 CHF | 0,25 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 205 705 CHF | 107 853 CHF | 98,76% | 98,76% |
05/07/2024 | 4,48% | 0,22 CHF | 0,23 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 218 487 CHF | 114 244 CHF | 99,07% | 99,07% |
04/07/2024 | 4,98% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 787 | 196 092 CHF | 103 001 CHF | 99,36% | 99,36% |
03/07/2024 | 6,27% | 0,19 CHF | 0,20 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 156 419 CHF | 83 210 CHF | 98,79% | 98,79% |