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 | 5,52% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 176 267 CHF | 74 507 CHF | 96,18% | 96,18% |
15/07/2024 | 5,24% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 186 156 CHF | 78 462 CHF | 98,24% | 98,24% |
12/07/2024 | 6,61% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 147 452 CHF | 62 981 CHF | 97,83% | 97,83% |
11/07/2024 | 5,15% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 189 801 CHF | 79 920 CHF | 98,23% | 98,23% |
10/07/2024 | 5,02% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 194 527 CHF | 81 811 CHF | 97,91% | 97,91% |
09/07/2024 | 4,67% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 211 282 CHF | 88 513 CHF | 97,18% | 97,18% |
08/07/2024 | 7,34% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 481 882 | 132 765 CHF | 68 385 CHF | 98,97% | 98,97% |
05/07/2024 | 11,74% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 306 CHF | 45 153 CHF | 92,76% | 92,76% |
04/07/2024 | 11,77% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 79 971 CHF | 44 986 CHF | 99,19% | 99,19% |
03/07/2024 | 12,79% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 73 480 CHF | 41 740 CHF | 97,59% | 97,59% |