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 | 4,59% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 212 759 CHF | 89 104 CHF | 98,53% | 98,53% |
15/07/2024 | 5,28% | 0,19 CHF | 0,20 CHF | 1 000 000 | 500 000 | 1 000 000 | 493 293 | 184 671 CHF | 95 927 CHF | 97,66% | 97,66% |
12/07/2024 | 5,25% | 0,17 CHF | 0,18 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 185 645 CHF | 97 822 CHF | 99,07% | 99,07% |
11/07/2024 | 4,89% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 414 345 | 199 558 CHF | 86 696 CHF | 97,49% | 97,49% |
10/07/2024 | 4,35% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 225 410 CHF | 94 164 CHF | 98,64% | 98,64% |
09/07/2024 | 4,39% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 223 284 CHF | 93 314 CHF | 98,79% | 98,79% |
08/07/2024 | 5,05% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 478 424 | 193 122 CHF | 96 989 CHF | 99,06% | 99,06% |
05/07/2024 | 4,82% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 472 123 | 202 804 CHF | 100 257 CHF | 97,56% | 97,56% |
04/07/2024 | 4,47% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 218 606 CHF | 91 443 CHF | 95,74% | 95,74% |
03/07/2024 | 4,16% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 235 687 CHF | 98 275 CHF | 99,29% | 99,29% |