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 | 6,17% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 939 245 | 339 245 | 147 442 CHF | 56 523 CHF | 99,55% | 99,55% |
15/07/2024 | 6,24% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 961 968 | 361 968 | 149 312 CHF | 59 693 CHF | 99,57% | 99,57% |
12/07/2024 | 5,59% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 156 685 CHF | 55 228 CHF | 99,46% | 99,46% |
11/07/2024 | 6,36% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 978 330 | 378 330 | 148 786 CHF | 61 218 CHF | 99,02% | 99,02% |
10/07/2024 | 6,81% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 141 876 CHF | 60 750 CHF | 99,58% | 99,58% |
09/07/2024 | 7,00% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 138 073 CHF | 59 229 CHF | 99,57% | 99,57% |
08/07/2024 | 6,61% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 146 514 CHF | 62 606 CHF | 99,57% | 99,57% |
05/07/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 140 168 CHF | 60 067 CHF | 99,60% | 99,60% |
04/07/2024 | 7,05% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 136 910 CHF | 58 764 CHF | 99,57% | 99,57% |
03/07/2024 | 5,86% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 917 695 | 317 695 | 152 124 CHF | 55 649 CHF | 99,53% | 99,53% |