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 | 2,97% | 0,36 CHF | 0,37 CHF | 1 000 000 | 1 000 000 | 515 035 | 515 035 | 182 310 CHF | 187 520 CHF | 99,88% | 99,88% |
15/07/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 1 000 000 | 1 000 000 | 507 836 | 507 836 | 164 450 CHF | 169 563 CHF | 98,75% | 98,75% |
12/07/2024 | 2,30% | 0,39 CHF | 0,40 CHF | 1 000 000 | 1 000 000 | 513 449 | 513 449 | 222 785 CHF | 227 945 CHF | 99,75% | 99,75% |
11/07/2024 | 3,15% | 0,33 CHF | 0,34 CHF | 1 000 000 | 1 000 000 | 553 665 | 553 665 | 178 934 CHF | 184 528 CHF | 99,98% | 99,98% |
10/07/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 1 000 000 | 1 000 000 | 555 781 | 555 781 | 182 192 CHF | 187 780 CHF | 100,00% | 100,00% |
09/07/2024 | 2,73% | 0,35 CHF | 0,36 CHF | 1 000 000 | 1 000 000 | 538 169 | 538 169 | 199 270 CHF | 204 684 CHF | 99,14% | 99,14% |
08/07/2024 | 2,61% | 0,36 CHF | 0,37 CHF | 1 000 000 | 1 000 000 | 531 121 | 531 121 | 206 825 CHF | 212 170 CHF | 100,00% | 100,00% |
05/07/2024 | 2,60% | 0,40 CHF | 0,41 CHF | 1 000 000 | 1 000 000 | 519 968 | 519 968 | 205 510 CHF | 210 729 CHF | 99,27% | 99,27% |
04/07/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 550 000 | 550 000 | 433 142 | 433 142 | 182 447 CHF | 186 778 CHF | 95,27% | 95,27% |
03/07/2024 | 2,24% | 0,43 CHF | 0,44 CHF | 940 000 | 940 000 | 468 016 | 468 016 | 210 515 CHF | 215 216 CHF | 96,02% | 96,02% |