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 | 5,86% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 165 731 CHF | 70 293 CHF | 98,53% | 98,53% |
15/07/2024 | 5,53% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 984 420 | 384 420 | 173 256 CHF | 71 428 CHF | 93,60% | 93,60% |
12/07/2024 | 5,11% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 171 891 CHF | 60 297 CHF | 94,74% | 94,74% |
11/07/2024 | 5,42% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 940 180 | 340 180 | 168 974 CHF | 64 232 CHF | 94,67% | 94,67% |
10/07/2024 | 5,97% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 162 784 CHF | 69 114 CHF | 97,37% | 97,37% |
09/07/2024 | 6,05% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 160 406 CHF | 68 163 CHF | 97,63% | 97,63% |
08/07/2024 | 5,85% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 993 903 | 393 903 | 165 269 CHF | 69 388 CHF | 95,96% | 95,96% |
05/07/2024 | 5,68% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 997 045 | 397 045 | 170 568 CHF | 71 879 CHF | 95,10% | 95,10% |
04/07/2024 | 5,73% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 169 763 CHF | 71 905 CHF | 94,73% | 94,73% |
03/07/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 160 787 CHF | 68 315 CHF | 97,30% | 97,30% |