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 | 6,49% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 149 458 CHF | 63 783 CHF | 99,59% | 99,59% |
15/07/2024 | 6,66% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 145 432 CHF | 62 173 CHF | 99,58% | 99,58% |
12/07/2024 | 8,03% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 480 837 | 119 895 CHF | 62 252 CHF | 99,57% | 99,57% |
11/07/2024 | 8,35% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 136 | 115 180 CHF | 62 460 CHF | 99,35% | 99,35% |
10/07/2024 | 9,39% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 101 670 CHF | 55 835 CHF | 99,26% | 99,26% |
09/07/2024 | 10,61% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 89 355 CHF | 49 677 CHF | 99,31% | 99,31% |
08/07/2024 | 11,14% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 082 CHF | 47 541 CHF | 99,32% | 99,32% |
05/07/2024 | 9,51% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 235 CHF | 55 118 CHF | 99,24% | 99,24% |
04/07/2024 | 10,47% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 90 544 CHF | 50 272 CHF | 99,36% | 99,36% |
03/07/2024 | 13,95% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 67 620 CHF | 38 810 CHF | 99,28% | 99,28% |