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 | 5,38% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 965 924 | 365 924 | 174 764 CHF | 69 712 CHF | 98,55% | 98,55% |
15/07/2024 | 6,06% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 160 424 CHF | 68 170 CHF | 94,04% | 94,04% |
12/07/2024 | 6,76% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 143 030 CHF | 61 212 CHF | 94,75% | 94,75% |
11/07/2024 | 6,57% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 147 814 CHF | 63 126 CHF | 94,47% | 94,47% |
10/07/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 982 804 | 382 804 | 168 520 CHF | 69 354 CHF | 97,23% | 97,23% |
09/07/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 942 579 | 342 579 | 169 426 CHF | 64 926 CHF | 97,62% | 97,62% |
08/07/2024 | 5,64% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 983 816 | 383 816 | 169 874 CHF | 70 040 CHF | 95,92% | 95,92% |
05/07/2024 | 5,73% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 169 622 CHF | 71 849 CHF | 95,05% | 95,05% |
04/07/2024 | 5,55% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 998 702 | 398 702 | 175 150 CHF | 73 907 CHF | 94,71% | 94,71% |
03/07/2024 | 5,22% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 915 308 | 315 308 | 170 695 CHF | 61 812 CHF | 97,30% | 97,30% |