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% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 65 905 CHF | 37 953 CHF | 98,83% | 98,83% |
15/07/2024 | 11,95% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 78 868 CHF | 44 434 CHF | 98,90% | 98,90% |
12/07/2024 | 11,46% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 82 426 CHF | 46 213 CHF | 98,79% | 98,79% |
11/07/2024 | 12,07% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 78 064 CHF | 44 032 CHF | 98,56% | 98,56% |
10/07/2024 | 13,30% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 205 CHF | 40 102 CHF | 98,90% | 98,90% |
09/07/2024 | 10,68% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 89 154 CHF | 49 577 CHF | 98,79% | 98,79% |
08/07/2024 | 9,62% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 495 390 | 99 182 CHF | 54 038 CHF | 98,76% | 98,76% |
05/07/2024 | 8,56% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 419 212 | 112 252 CHF | 51 024 CHF | 98,50% | 98,50% |
04/07/2024 | 9,11% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 478 575 | 104 959 CHF | 54 908 CHF | 98,26% | 98,26% |
03/07/2024 | 9,20% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 495 661 | 103 891 CHF | 56 425 CHF | 98,51% | 98,51% |