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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 240 937 CHF | 83 312 CHF | 99,26% | 99,26% |
16/07/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 242 347 CHF | 83 782 CHF | 97,81% | 97,81% |
15/07/2024 | 3,69% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 239 819 CHF | 82 940 CHF | 97,92% | 97,92% |
12/07/2024 | 4,45% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 979 798 | 379 798 | 215 250 CHF | 87 078 CHF | 98,98% | 98,98% |
11/07/2024 | 5,33% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 183 085 CHF | 77 234 CHF | 97,27% | 97,27% |
10/07/2024 | 5,68% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 171 254 CHF | 72 502 CHF | 89,30% | 89,30% |
09/07/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 179 742 CHF | 75 897 CHF | 99,35% | 99,35% |
08/07/2024 | 5,63% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 172 882 CHF | 73 153 CHF | 97,53% | 97,53% |
05/07/2024 | 5,38% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 180 780 CHF | 76 312 CHF | 96,89% | 96,89% |
04/07/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 182 730 CHF | 77 092 CHF | 99,36% | 99,36% |