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 | 3,70% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 921 974 | 321 974 | 244 868 CHF | 88 651 CHF | 98,54% | 98,54% |
15/07/2024 | 4,29% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 228 325 CHF | 95 330 CHF | 98,19% | 98,19% |
12/07/2024 | 4,28% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 228 823 CHF | 95 529 CHF | 99,35% | 99,35% |
11/07/2024 | 3,95% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 248 555 CHF | 103 422 CHF | 97,47% | 97,47% |
10/07/2024 | 3,48% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 901 996 | 301 996 | 254 838 CHF | 88 312 CHF | 98,66% | 98,66% |
09/07/2024 | 3,52% | 0,31 CHF | 0,32 CHF | 900 000 | 300 000 | 906 255 | 306 255 | 253 300 CHF | 88 581 CHF | 98,75% | 98,75% |
08/07/2024 | 4,08% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 240 185 CHF | 100 074 CHF | 99,07% | 99,07% |
05/07/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 994 523 | 394 523 | 248 904 CHF | 102 610 CHF | 98,37% | 98,37% |
04/07/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 269 289 CHF | 111 715 CHF | 95,72% | 95,72% |
03/07/2024 | 3,39% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 904 759 | 304 759 | 262 769 CHF | 91 526 CHF | 99,29% | 99,29% |