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 | 6,40% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 998 837 | 398 837 | 151 135 CHF | 64 321 CHF | 96,28% | 96,28% |
15/07/2024 | 5,82% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 951 314 | 351 314 | 158 792 CHF | 61 946 CHF | 92,14% | 92,14% |
12/07/2024 | 6,31% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 995 987 | 395 987 | 152 972 CHF | 64 763 CHF | 94,15% | 94,15% |
11/07/2024 | 5,76% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 968 886 | 368 886 | 163 516 CHF | 65 851 CHF | 93,88% | 93,88% |
10/07/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 994 390 | 394 390 | 172 710 CHF | 72 422 CHF | 88,17% | 88,17% |
09/07/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 904 279 | 304 279 | 171 395 CHF | 60 688 CHF | 92,65% | 92,65% |
08/07/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 170 894 CHF | 72 358 CHF | 90,11% | 90,11% |
05/07/2024 | 5,76% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 169 123 CHF | 71 649 CHF | 98,50% | 98,50% |
04/07/2024 | 4,89% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 179 550 CHF | 62 850 CHF | 88,95% | 88,95% |
03/07/2024 | 4,72% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 186 323 CHF | 65 108 CHF | 93,86% | 93,86% |