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 | 8,34% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 115 155 CHF | 62 578 CHF | 98,84% | 98,84% |
15/07/2024 | 7,33% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 447 123 | 131 705 CHF | 63 216 CHF | 98,90% | 98,90% |
12/07/2024 | 7,06% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 404 167 | 136 925 CHF | 59 353 CHF | 98,79% | 98,79% |
11/07/2024 | 7,31% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 421 631 | 131 917 CHF | 59 790 CHF | 98,53% | 98,53% |
10/07/2024 | 7,77% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 498 798 | 123 842 CHF | 66 753 CHF | 98,91% | 98,91% |
09/07/2024 | 6,65% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 145 703 CHF | 62 281 CHF | 98,87% | 98,87% |
08/07/2024 | 6,18% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 157 087 CHF | 66 835 CHF | 98,46% | 98,46% |
05/07/2024 | 5,58% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 174 483 CHF | 73 793 CHF | 98,43% | 98,43% |
04/07/2024 | 5,83% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 166 737 CHF | 70 695 CHF | 98,26% | 98,26% |
03/07/2024 | 5,91% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 164 404 CHF | 69 761 CHF | 98,59% | 98,59% |