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 | 10,56% | 0,09 CHF | 0,10 CHF | 1 000 000 | 1 000 000 | 863 426 | 863 426 | 80 826 CHF | 89 571 CHF | 99,91% | 99,91% |
15/07/2024 | 9,76% | 0,11 CHF | 0,12 CHF | 1 000 000 | 1 000 000 | 865 382 | 865 382 | 87 826 CHF | 96 537 CHF | 98,75% | 98,75% |
12/07/2024 | 13,93% | 0,08 CHF | 0,09 CHF | 1 000 000 | 1 000 000 | 909 074 | 909 074 | 63 427 CHF | 72 559 CHF | 99,75% | 99,75% |
11/07/2024 | 9,07% | 0,11 CHF | 0,12 CHF | 1 000 000 | 1 000 000 | 857 127 | 857 127 | 94 351 CHF | 103 011 CHF | 100,00% | 100,00% |
10/07/2024 | 9,16% | 0,11 CHF | 0,12 CHF | 1 000 000 | 1 000 000 | 857 046 | 857 046 | 92 252 CHF | 100 868 CHF | 100,00% | 100,00% |
09/07/2024 | 11,02% | 0,10 CHF | 0,11 CHF | 1 000 000 | 1 000 000 | 877 151 | 877 151 | 78 083 CHF | 86 906 CHF | 99,14% | 99,14% |
08/07/2024 | 12,00% | 0,09 CHF | 0,10 CHF | 1 000 000 | 1 000 000 | 882 785 | 882 785 | 71 808 CHF | 80 692 CHF | 100,00% | 100,00% |
05/07/2024 | 11,61% | 0,08 CHF | 0,09 CHF | 1 000 000 | 1 000 000 | 884 893 | 884 893 | 73 717 CHF | 82 596 CHF | 99,28% | 99,28% |
04/07/2024 | 12,36% | 0,08 CHF | 0,09 CHF | 1 000 000 | 1 000 000 | 903 961 | 903 961 | 68 642 CHF | 77 682 CHF | 95,27% | 95,27% |
03/07/2024 | 15,59% | 0,07 CHF | 0,08 CHF | 1 000 000 | 1 000 000 | 862 478 | 862 478 | 53 397 CHF | 62 059 CHF | 96,23% | 96,23% |