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 | 3,22% | 0,33 CHF | 0,34 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 458 804 CHF | 63 174 CHF | 99,27% | 99,27% |
15/07/2024 | 2,40% | 0,39 CHF | 0,40 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 618 231 CHF | 63 323 CHF | 99,27% | 99,27% |
12/07/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 678 068 CHF | 69 307 CHF | 99,27% | 99,27% |
11/07/2024 | 2,06% | 0,46 CHF | 0,47 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 721 020 CHF | 73 602 CHF | 99,27% | 99,27% |
10/07/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 678 366 CHF | 69 337 CHF | 99,27% | 99,27% |
09/07/2024 | 2,03% | 0,43 CHF | 0,44 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 731 566 CHF | 74 657 CHF | 99,27% | 99,27% |
08/07/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 785 676 CHF | 80 068 CHF | 99,24% | 99,24% |
05/07/2024 | 2,30% | 0,46 CHF | 0,47 CHF | 1 500 000 | 150 000 | 1 500 000 | 151 897 | 646 338 CHF | 66 843 CHF | 99,27% | 99,27% |
04/07/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 1 500 000 | 200 000 | 1 500 000 | 154 604 | 576 178 CHF | 60 866 CHF | 99,27% | 99,27% |
03/07/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 1 500 000 | 150 000 | 1 500 000 | 167 254 | 558 809 CHF | 63 790 CHF | 99,27% | 99,27% |