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 | 4,01% | 0,23 CHF | 0,24 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 367 190 CHF | 50 959 CHF | 99,27% | 99,27% |
15/07/2024 | 3,73% | 0,25 CHF | 0,26 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 394 852 CHF | 54 647 CHF | 99,27% | 99,27% |
12/07/2024 | 3,55% | 0,28 CHF | 0,29 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 415 124 CHF | 57 350 CHF | 99,27% | 99,27% |
11/07/2024 | 3,83% | 0,28 CHF | 0,29 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 384 680 CHF | 53 291 CHF | 99,27% | 99,27% |
10/07/2024 | 3,45% | 0,26 CHF | 0,27 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 426 942 CHF | 58 926 CHF | 99,27% | 99,27% |
09/07/2024 | 3,24% | 0,29 CHF | 0,30 CHF | 1 500 000 | 200 000 | 1 500 000 | 199 825 | 456 472 CHF | 62 807 CHF | 99,27% | 99,27% |
08/07/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 451 233 CHF | 62 164 CHF | 99,21% | 99,21% |
05/07/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 460 137 CHF | 63 352 CHF | 99,27% | 99,27% |
04/07/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 460 068 CHF | 63 342 CHF | 99,27% | 99,27% |
03/07/2024 | 3,33% | 0,29 CHF | 0,30 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 443 824 CHF | 61 177 CHF | 99,27% | 99,27% |