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 | 9,50% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 396 CHF | 55 198 CHF | 97,38% | 97,38% |
15/07/2024 | 8,74% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 109 469 CHF | 59 734 CHF | 98,31% | 98,31% |
12/07/2024 | 10,93% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 87 078 CHF | 48 539 CHF | 97,27% | 97,27% |
11/07/2024 | 8,72% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 110 114 CHF | 60 057 CHF | 98,28% | 98,28% |
10/07/2024 | 8,37% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 114 677 CHF | 62 338 CHF | 97,79% | 97,79% |
09/07/2024 | 7,82% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 123 933 CHF | 66 967 CHF | 97,41% | 97,41% |
08/07/2024 | 11,78% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 543 CHF | 45 272 CHF | 98,98% | 98,98% |
05/07/2024 | 18,08% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 364 CHF | 30 182 CHF | 93,74% | 93,74% |
04/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 99,19% | 99,19% |
03/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 98,32% | 98,32% |