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 | 14,84% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 461 740 | 62 697 CHF | 33 388 CHF | 98,25% | 98,25% |
15/07/2024 | 12,99% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 72 437 CHF | 32 975 CHF | 94,03% | 94,03% |
12/07/2024 | 10,88% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 87 237 CHF | 38 895 CHF | 94,71% | 94,71% |
11/07/2024 | 12,02% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 999 404 | 399 839 | 79 196 CHF | 35 668 CHF | 94,68% | 94,68% |
10/07/2024 | 14,52% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 430 059 | 64 204 CHF | 31 786 CHF | 97,44% | 97,44% |
09/07/2024 | 14,96% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 457 855 | 62 049 CHF | 32 869 CHF | 97,60% | 97,60% |
08/07/2024 | 13,69% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 414 414 | 68 666 CHF | 32 476 CHF | 96,01% | 96,01% |
05/07/2024 | 13,01% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 72 088 CHF | 32 835 CHF | 95,06% | 95,06% |
04/07/2024 | 13,13% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 71 327 CHF | 32 531 CHF | 94,71% | 94,71% |
03/07/2024 | 14,44% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 468 984 | 64 607 CHF | 34 823 CHF | 97,37% | 97,37% |