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 | 5,91% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 164 376 CHF | 69 750 CHF | 98,83% | 98,83% |
15/07/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 187 943 CHF | 79 177 CHF | 98,44% | 98,44% |
12/07/2024 | 5,05% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 193 235 CHF | 81 294 CHF | 98,34% | 98,34% |
11/07/2024 | 5,25% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 185 486 CHF | 78 195 CHF | 98,55% | 98,55% |
10/07/2024 | 5,51% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 176 727 CHF | 74 691 CHF | 98,76% | 98,76% |
09/07/2024 | 4,77% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 933 349 | 333 349 | 190 921 CHF | 71 316 CHF | 98,83% | 98,83% |
08/07/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 198 448 CHF | 69 149 CHF | 98,46% | 98,46% |
05/07/2024 | 4,07% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 216 834 CHF | 75 278 CHF | 98,74% | 98,74% |
04/07/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 207 183 CHF | 72 061 CHF | 98,27% | 98,27% |
03/07/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 204 508 CHF | 71 170 CHF | 98,61% | 98,61% |