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 | 3,42% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 258 578 CHF | 89 193 CHF | 99,56% | 99,56% |
15/07/2024 | 3,45% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 256 373 CHF | 88 458 CHF | 99,52% | 99,52% |
12/07/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 252 174 CHF | 87 058 CHF | 96,36% | 96,36% |
11/07/2024 | 3,76% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 968 182 | 368 182 | 252 699 CHF | 99 396 CHF | 91,14% | 91,14% |
10/07/2024 | 4,42% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 221 368 CHF | 92 547 CHF | 99,58% | 99,58% |
09/07/2024 | 4,38% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 223 890 CHF | 93 556 CHF | 96,52% | 96,52% |
08/07/2024 | 4,20% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 233 182 CHF | 97 273 CHF | 99,58% | 99,58% |
05/07/2024 | 4,43% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 220 579 CHF | 92 231 CHF | 98,04% | 98,04% |
04/07/2024 | 4,33% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 225 866 CHF | 94 347 CHF | 99,58% | 99,58% |
03/07/2024 | 4,31% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 226 987 CHF | 94 795 CHF | 99,47% | 99,47% |