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 | 5,67% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 866 025 | 288 675 | 148 427 CHF | 52 362 CHF | 99,35% | 99,35% |
15/07/2024 | 5,25% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 774 342 | 258 114 | 143 579 CHF | 50 441 CHF | 94,85% | 94,85% |
12/07/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 529 | 250 176 | 140 629 CHF | 49 378 CHF | 99,26% | 99,26% |
11/07/2024 | 5,27% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 756 658 | 252 219 | 139 760 CHF | 49 109 CHF | 98,13% | 98,13% |
10/07/2024 | 6,41% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 135 846 CHF | 48 282 CHF | 99,32% | 99,32% |
09/07/2024 | 7,34% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 971 305 | 371 305 | 127 524 CHF | 52 401 CHF | 99,41% | 99,41% |
08/07/2024 | 6,98% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 124 588 CHF | 44 529 CHF | 98,73% | 98,73% |
05/07/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 920 893 | 320 893 | 119 899 CHF | 44 921 CHF | 98,79% | 98,79% |
04/07/2024 | 6,97% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 124 774 CHF | 44 591 CHF | 99,36% | 99,36% |
03/07/2024 | 7,35% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 918 794 | 318 794 | 120 458 CHF | 44 877 CHF | 99,28% | 99,28% |