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 | 4,66% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 458 702 | 209 596 CHF | 100 580 CHF | 98,86% | 98,86% |
15/07/2024 | 4,36% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 407 227 | 224 599 CHF | 95 430 CHF | 99,16% | 99,16% |
12/07/2024 | 4,59% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 449 090 | 213 633 CHF | 99 969 CHF | 99,15% | 99,15% |
11/07/2024 | 4,51% | 0,21 CHF | 0,22 CHF | 1 000 000 | 500 000 | 1 000 000 | 485 094 | 217 018 CHF | 110 043 CHF | 98,91% | 98,91% |
10/07/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 209 721 CHF | 109 860 CHF | 98,91% | 98,91% |
09/07/2024 | 4,54% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 465 390 | 215 831 CHF | 104 823 CHF | 98,92% | 98,92% |
08/07/2024 | 4,14% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 007 | 236 448 CHF | 98 811 CHF | 98,68% | 98,68% |
05/07/2024 | 4,16% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 402 197 | 235 380 CHF | 98 658 CHF | 99,02% | 99,02% |
04/07/2024 | 4,81% | 0,21 CHF | 0,22 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 202 984 CHF | 106 492 CHF | 98,90% | 98,90% |
03/07/2024 | 4,94% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 197 775 CHF | 103 887 CHF | 98,88% | 98,88% |