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 | 10,14% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 427 | 93 863 CHF | 41 672 CHF | 96,31% | 96,31% |
15/07/2024 | 11,32% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 451 572 | 83 837 CHF | 42 099 CHF | 91,44% | 91,44% |
12/07/2024 | 11,40% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 427 583 | 83 274 CHF | 39 764 CHF | 94,21% | 94,21% |
11/07/2024 | 12,75% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 73 688 CHF | 41 844 CHF | 93,87% | 93,87% |
10/07/2024 | 11,65% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 945 CHF | 45 473 CHF | 89,24% | 89,24% |
09/07/2024 | 12,82% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 73 282 CHF | 41 641 CHF | 93,63% | 93,63% |
08/07/2024 | 10,35% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 441 397 | 91 900 CHF | 44 828 CHF | 90,10% | 90,10% |
05/07/2024 | 9,78% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 430 633 | 97 925 CHF | 46 233 CHF | 98,49% | 98,49% |
04/07/2024 | 13,54% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 544 CHF | 39 772 CHF | 88,96% | 88,96% |
03/07/2024 | 14,81% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 62 804 CHF | 36 402 CHF | 94,27% | 94,27% |