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 | 2,89% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 306 866 CHF | 105 289 CHF | 98,77% | 98,77% |
15/07/2024 | 2,79% | 0,36 CHF | 0,37 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 318 231 CHF | 109 077 CHF | 98,92% | 98,92% |
12/07/2024 | 3,27% | 0,35 CHF | 0,36 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 271 969 CHF | 93 657 CHF | 96,99% | 96,99% |
11/07/2024 | 2,76% | 0,32 CHF | 0,33 CHF | 1 000 000 | 400 000 | 905 589 | 305 589 | 323 751 CHF | 112 162 CHF | 98,06% | 98,06% |
10/07/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 324 177 CHF | 111 059 CHF | 97,81% | 97,81% |
09/07/2024 | 2,63% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 905 842 | 305 842 | 341 038 CHF | 118 012 CHF | 98,19% | 98,19% |
08/07/2024 | 3,50% | 0,31 CHF | 0,32 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 281 463 CHF | 116 585 CHF | 99,37% | 99,37% |
05/07/2024 | 4,83% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 202 227 CHF | 84 891 CHF | 93,88% | 93,88% |
04/07/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 200 000 CHF | 84 000 CHF | 99,19% | 99,19% |
03/07/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 198 328 CHF | 83 331 CHF | 97,64% | 97,64% |