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 | 8,90% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 107 520 CHF | 47 008 CHF | 95,65% | 95,65% |
15/07/2024 | 7,15% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 908 780 | 308 780 | 123 066 CHF | 44 812 CHF | 96,43% | 96,43% |
12/07/2024 | 6,87% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 126 783 CHF | 45 261 CHF | 97,70% | 97,70% |
11/07/2024 | 6,82% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 127 594 CHF | 45 531 CHF | 97,90% | 97,90% |
10/07/2024 | 8,13% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 118 184 CHF | 51 274 CHF | 96,79% | 96,79% |
09/07/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 109 988 CHF | 47 995 CHF | 94,91% | 94,91% |
08/07/2024 | 7,99% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 120 252 CHF | 52 101 CHF | 95,88% | 95,88% |
05/07/2024 | 7,39% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 978 919 | 378 919 | 127 732 CHF | 53 111 CHF | 97,69% | 97,69% |
04/07/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 923 532 | 323 532 | 129 514 CHF | 48 599 CHF | 90,55% | 90,55% |
03/07/2024 | 7,37% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 997 243 | 397 243 | 130 375 CHF | 55 891 CHF | 95,92% | 95,92% |