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 | 4,15% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 236 071 CHF | 98 429 CHF | 99,53% | 99,53% |
15/07/2024 | 4,11% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 238 461 CHF | 99 385 CHF | 99,57% | 99,57% |
12/07/2024 | 4,08% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 240 079 CHF | 100 032 CHF | 99,56% | 99,56% |
11/07/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 234 440 CHF | 97 776 CHF | 99,50% | 99,50% |
10/07/2024 | 4,32% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 226 344 CHF | 94 538 CHF | 99,62% | 99,62% |
09/07/2024 | 4,48% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 218 511 CHF | 91 405 CHF | 99,55% | 99,55% |
08/07/2024 | 3,63% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 962 614 | 362 614 | 260 422 CHF | 101 506 CHF | 99,48% | 99,48% |
05/07/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 911 033 | 311 033 | 257 454 CHF | 90 960 CHF | 99,47% | 99,47% |
04/07/2024 | 3,32% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 266 384 CHF | 91 795 CHF | 99,58% | 99,58% |
03/07/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 260 456 CHF | 108 182 CHF | 99,49% | 99,49% |