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 | 6,13% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 158 819 CHF | 67 528 CHF | 99,30% | 99,30% |
15/07/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 222 516 CHF | 93 006 CHF | 98,85% | 98,85% |
12/07/2024 | 4,67% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 209 227 CHF | 87 691 CHF | 98,86% | 98,86% |
11/07/2024 | 5,91% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 164 318 CHF | 69 727 CHF | 99,29% | 99,29% |
10/07/2024 | 6,15% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 157 665 CHF | 67 066 CHF | 98,47% | 98,47% |
09/07/2024 | 5,60% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 174 194 CHF | 73 678 CHF | 97,72% | 97,72% |
08/07/2024 | 4,82% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 202 859 CHF | 85 144 CHF | 97,49% | 97,49% |
05/07/2024 | 4,38% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 937 462 | 337 462 | 209 219 CHF | 78 486 CHF | 98,29% | 98,29% |
04/07/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 963 700 | 363 700 | 216 220 CHF | 85 116 CHF | 94,22% | 94,22% |
03/07/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 993 717 | 393 717 | 222 185 CHF | 91 944 CHF | 99,36% | 99,36% |