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 | 14,17% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 66 313 CHF | 38 156 CHF | 98,79% | 98,79% |
15/07/2024 | 14,80% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 63 165 CHF | 36 583 CHF | 98,99% | 98,99% |
12/07/2024 | 13,90% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 67 245 CHF | 38 623 CHF | 98,76% | 98,76% |
11/07/2024 | 10,02% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 95 131 CHF | 52 566 CHF | 97,77% | 97,77% |
10/07/2024 | 9,63% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 98 975 CHF | 54 488 CHF | 99,03% | 99,03% |
09/07/2024 | 9,36% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 102 444 CHF | 56 222 CHF | 99,05% | 99,05% |
08/07/2024 | 9,50% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 335 CHF | 55 168 CHF | 98,93% | 98,93% |
05/07/2024 | 9,54% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 99 811 CHF | 54 905 CHF | 98,93% | 98,93% |
04/07/2024 | 9,39% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 101 622 CHF | 55 811 CHF | 99,38% | 99,38% |
03/07/2024 | 8,21% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 117 005 CHF | 63 503 CHF | 98,84% | 98,84% |