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 | 5,88% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 165 350 CHF | 70 140 CHF | 99,56% | 99,56% |
15/07/2024 | 5,74% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 169 326 CHF | 71 731 CHF | 99,60% | 99,60% |
12/07/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 169 974 CHF | 71 990 CHF | 99,64% | 99,64% |
11/07/2024 | 5,86% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 165 713 CHF | 70 285 CHF | 99,47% | 99,47% |
10/07/2024 | 6,16% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 157 439 CHF | 66 976 CHF | 99,60% | 99,60% |
09/07/2024 | 6,48% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 149 672 CHF | 63 869 CHF | 99,57% | 99,57% |
08/07/2024 | 4,90% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 199 441 CHF | 83 777 CHF | 99,53% | 99,53% |
05/07/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 210 228 CHF | 88 091 CHF | 99,53% | 99,53% |
04/07/2024 | 4,36% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 988 243 | 388 243 | 221 729 CHF | 90 951 CHF | 99,58% | 99,58% |
03/07/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 190 592 CHF | 80 237 CHF | 99,57% | 99,57% |