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 | 3,72% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 901 883 | 301 883 | 238 101 CHF | 82 712 CHF | 98,97% | 98,97% |
15/07/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 247 647 CHF | 85 549 CHF | 99,54% | 99,54% |
12/07/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 286 851 CHF | 98 617 CHF | 96,04% | 96,04% |
11/07/2024 | 3,64% | 0,28 CHF | 0,29 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 270 053 CHF | 112 021 CHF | 98,43% | 98,43% |
10/07/2024 | 4,20% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 233 257 CHF | 97 303 CHF | 99,59% | 99,59% |
09/07/2024 | 4,61% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 211 984 CHF | 88 793 CHF | 98,00% | 98,00% |
08/07/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 200 050 CHF | 84 020 CHF | 99,23% | 99,23% |
05/07/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 217 668 CHF | 91 067 CHF | 99,55% | 99,55% |
04/07/2024 | 4,27% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 229 058 CHF | 95 623 CHF | 99,34% | 99,34% |
03/07/2024 | 4,58% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 213 599 CHF | 89 440 CHF | 99,35% | 99,35% |