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 | 4,70% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 186 915 CHF | 65 305 CHF | 99,34% | 99,34% |
15/07/2024 | 5,00% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 175 615 CHF | 61 538 CHF | 95,44% | 95,44% |
12/07/2024 | 5,12% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 908 422 | 308 422 | 173 034 CHF | 61 773 CHF | 99,34% | 99,34% |
11/07/2024 | 5,67% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 996 965 | 396 965 | 170 939 CHF | 71 999 CHF | 99,13% | 99,13% |
10/07/2024 | 6,02% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 161 218 CHF | 68 487 CHF | 99,40% | 99,40% |
09/07/2024 | 5,54% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 175 712 CHF | 74 285 CHF | 99,33% | 99,33% |
08/07/2024 | 5,28% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 953 080 | 353 080 | 175 962 CHF | 68 567 CHF | 99,36% | 99,36% |
05/07/2024 | 4,52% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 194 992 CHF | 67 997 CHF | 99,28% | 99,28% |
04/07/2024 | 4,39% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 200 796 CHF | 69 932 CHF | 99,37% | 99,37% |
03/07/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 192 028 CHF | 67 009 CHF | 99,38% | 99,38% |