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 | 5,84% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 166 485 CHF | 70 594 CHF | 95,64% | 95,64% |
15/07/2024 | 5,08% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 940 481 | 340 481 | 180 346 CHF | 68 482 CHF | 96,40% | 96,40% |
12/07/2024 | 5,00% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 924 289 | 324 289 | 180 283 CHF | 66 397 CHF | 97,70% | 97,70% |
11/07/2024 | 4,93% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 953 063 | 353 063 | 188 485 CHF | 73 283 CHF | 97,90% | 97,90% |
10/07/2024 | 5,49% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 177 168 CHF | 74 867 CHF | 96,82% | 96,82% |
09/07/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 169 956 CHF | 71 982 CHF | 94,82% | 94,82% |
08/07/2024 | 5,45% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 178 717 CHF | 75 487 CHF | 95,78% | 95,78% |
05/07/2024 | 5,13% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 190 013 CHF | 80 005 CHF | 97,70% | 97,70% |
04/07/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 996 163 | 396 163 | 199 261 CHF | 83 204 CHF | 90,55% | 90,55% |
03/07/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 189 694 CHF | 79 878 CHF | 95,92% | 95,92% |