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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 6,36% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 440 478 | 152 406 CHF | 71 426 CHF | 99,30% | 99,30% |
16/07/2024 | 6,42% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 484 445 | 150 967 CHF | 77 867 CHF | 97,85% | 97,85% |
15/07/2024 | 6,59% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 449 750 | 147 062 CHF | 70 350 CHF | 97,89% | 97,89% |
12/07/2024 | 8,38% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 114 713 CHF | 62 356 CHF | 99,00% | 99,00% |
11/07/2024 | 10,11% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 94 466 CHF | 52 233 CHF | 97,29% | 97,29% |
10/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 90 000 CHF | 50 000 CHF | 89,36% | 89,36% |
09/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 90 000 CHF | 50 000 CHF | 99,36% | 99,36% |
08/07/2024 | 10,47% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 90 580 CHF | 50 290 CHF | 97,49% | 97,49% |
05/07/2024 | 10,41% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 91 126 CHF | 50 563 CHF | 96,93% | 96,93% |
04/07/2024 | 9,68% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 98 455 CHF | 54 228 CHF | 99,37% | 99,37% |