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 | 3,62% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 986 104 | 386 104 | 267 654 CHF | 108 588 CHF | 99,52% | 99,52% |
15/07/2024 | 3,59% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 965 223 | 365 223 | 264 195 CHF | 103 483 CHF | 99,59% | 99,59% |
12/07/2024 | 3,54% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 964 458 | 364 458 | 267 630 CHF | 104 725 CHF | 99,58% | 99,58% |
11/07/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 270 096 CHF | 112 039 CHF | 99,47% | 99,47% |
10/07/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 261 359 CHF | 108 544 CHF | 99,59% | 99,59% |
09/07/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 253 785 CHF | 105 514 CHF | 99,58% | 99,58% |
08/07/2024 | 3,20% | 0,29 CHF | 0,30 CHF | 1 000 000 | 400 000 | 915 037 | 315 037 | 281 538 CHF | 99 924 CHF | 99,55% | 99,55% |
05/07/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 287 630 CHF | 98 877 CHF | 99,47% | 99,47% |
04/07/2024 | 2,95% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 300 424 CHF | 103 141 CHF | 99,58% | 99,58% |
03/07/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 1 000 000 | 400 000 | 968 135 | 368 135 | 285 252 CHF | 112 036 CHF | 99,59% | 99,59% |