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 | 4,84% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 201 862 CHF | 84 745 CHF | 99,57% | 99,57% |
15/07/2024 | 4,92% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 198 210 CHF | 83 284 CHF | 99,58% | 99,58% |
12/07/2024 | 4,89% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 199 537 CHF | 83 815 CHF | 96,34% | 96,34% |
11/07/2024 | 5,28% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 184 917 CHF | 77 967 CHF | 91,13% | 91,13% |
10/07/2024 | 6,37% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 152 122 CHF | 81 061 CHF | 99,58% | 99,58% |
09/07/2024 | 6,28% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 154 918 CHF | 82 459 CHF | 96,51% | 96,51% |
08/07/2024 | 6,09% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 421 | 159 310 CHF | 84 551 CHF | 99,56% | 99,56% |
05/07/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 150 513 CHF | 80 257 CHF | 97,99% | 97,99% |
04/07/2024 | 6,18% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 156 905 CHF | 83 452 CHF | 99,58% | 99,58% |
03/07/2024 | 6,38% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 151 874 CHF | 80 937 CHF | 99,40% | 99,40% |