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 | 4,75% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 205 743 CHF | 86 297 CHF | 95,66% | 95,66% |
15/07/2024 | 4,20% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 210 077 CHF | 73 026 CHF | 96,38% | 96,38% |
12/07/2024 | 4,16% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 212 006 CHF | 73 669 CHF | 97,79% | 97,79% |
11/07/2024 | 4,10% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 214 857 CHF | 74 619 CHF | 97,90% | 97,90% |
10/07/2024 | 4,50% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 941 429 | 341 429 | 204 267 CHF | 77 390 CHF | 96,78% | 96,78% |
09/07/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 209 771 CHF | 87 909 CHF | 94,91% | 94,91% |
08/07/2024 | 4,47% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 966 396 | 366 396 | 211 161 CHF | 83 687 CHF | 95,88% | 95,88% |
05/07/2024 | 4,26% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 913 540 | 313 540 | 210 061 CHF | 75 142 CHF | 97,69% | 97,69% |
04/07/2024 | 4,05% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 218 021 CHF | 75 674 CHF | 90,54% | 90,54% |
03/07/2024 | 4,21% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 902 006 | 302 006 | 209 753 CHF | 73 232 CHF | 95,91% | 95,91% |