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 | 5,70% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 153 450 CHF | 54 150 CHF | 99,53% | 99,53% |
15/07/2024 | 5,89% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 148 600 CHF | 52 533 CHF | 99,55% | 99,55% |
12/07/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 144 556 CHF | 51 185 CHF | 96,40% | 96,40% |
11/07/2024 | 6,59% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 967 524 | 367 524 | 142 699 CHF | 57 492 CHF | 91,14% | 91,14% |
10/07/2024 | 9,05% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 106 041 CHF | 46 416 CHF | 99,59% | 99,59% |
09/07/2024 | 9,03% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 411 707 | 106 268 CHF | 47 676 CHF | 96,48% | 96,48% |
08/07/2024 | 8,25% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 116 472 CHF | 50 589 CHF | 99,55% | 99,55% |
05/07/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 109 832 CHF | 47 933 CHF | 98,00% | 98,00% |
04/07/2024 | 8,41% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 114 051 CHF | 49 620 CHF | 99,56% | 99,56% |
03/07/2024 | 8,65% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 110 750 CHF | 48 300 CHF | 99,52% | 99,52% |