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 | 3,30% | 0,28 CHF | 0,29 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 298 601 CHF | 154 301 CHF | 98,69% | 98,69% |
15/07/2024 | 3,12% | 0,34 CHF | 0,35 CHF | 1 000 000 | 400 000 | 1 000 000 | 485 143 | 316 189 CHF | 157 877 CHF | 98,18% | 98,18% |
12/07/2024 | 4,34% | 0,27 CHF | 0,28 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 226 740 CHF | 118 370 CHF | 98,70% | 98,70% |
11/07/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 340 323 CHF | 175 162 CHF | 98,29% | 98,29% |
10/07/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 337 332 CHF | 173 666 CHF | 99,14% | 99,14% |
09/07/2024 | 3,46% | 0,31 CHF | 0,32 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 284 760 CHF | 147 380 CHF | 98,97% | 98,97% |
08/07/2024 | 3,73% | 0,30 CHF | 0,31 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 263 167 CHF | 136 584 CHF | 98,85% | 98,85% |
05/07/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 271 030 CHF | 140 515 CHF | 98,64% | 98,64% |
04/07/2024 | 3,91% | 0,26 CHF | 0,27 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 250 864 CHF | 130 432 CHF | 99,37% | 99,37% |
03/07/2024 | 4,66% | 0,24 CHF | 0,25 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 210 904 CHF | 110 452 CHF | 98,81% | 98,81% |