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 | 10,91% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 87 249 CHF | 48 624 CHF | 98,53% | 98,53% |
15/07/2024 | 11,09% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 499 CHF | 47 749 CHF | 98,90% | 98,90% |
12/07/2024 | 10,55% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 89 829 CHF | 49 915 CHF | 99,03% | 99,03% |
11/07/2024 | 8,68% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 110 418 CHF | 60 209 CHF | 97,88% | 97,88% |
10/07/2024 | 8,38% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 114 524 CHF | 62 262 CHF | 99,24% | 99,24% |
09/07/2024 | 8,04% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 119 711 CHF | 64 856 CHF | 99,04% | 99,04% |
08/07/2024 | 8,60% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 111 352 CHF | 60 676 CHF | 98,93% | 98,93% |
05/07/2024 | 8,08% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 118 794 CHF | 64 397 CHF | 99,14% | 99,14% |
04/07/2024 | 8,24% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 116 636 CHF | 63 318 CHF | 99,37% | 99,37% |
03/07/2024 | 7,48% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 128 739 CHF | 69 370 CHF | 99,00% | 99,00% |