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 | 8,29% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 115 877 CHF | 50 351 CHF | 99,17% | 99,17% |
15/07/2024 | 7,45% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 129 507 CHF | 55 803 CHF | 99,17% | 99,17% |
12/07/2024 | 7,17% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 134 829 CHF | 57 932 CHF | 99,17% | 99,17% |
11/07/2024 | 7,43% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 129 847 CHF | 55 939 CHF | 99,17% | 99,17% |
10/07/2024 | 7,98% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 402 650 | 120 419 CHF | 52 482 CHF | 99,16% | 99,16% |
09/07/2024 | 10,78% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 87 987 CHF | 48 993 CHF | 99,17% | 99,17% |
08/07/2024 | 12,13% | 0,07 CHF | 0,08 CHF | 1 000 000 | 600 000 | 1 000 000 | 565 827 | 77 703 CHF | 49 546 CHF | 99,15% | 99,15% |
05/07/2024 | 12,11% | 0,07 CHF | 0,08 CHF | 1 000 000 | 600 000 | 1 000 000 | 598 775 | 77 845 CHF | 52 588 CHF | 99,16% | 99,16% |
04/07/2024 | 13,40% | 0,08 CHF | 0,09 CHF | 1 000 000 | 600 000 | 1 000 000 | 600 000 | 69 674 CHF | 47 805 CHF | 99,17% | 99,17% |
03/07/2024 | 14,96% | 0,06 CHF | 0,07 CHF | 1 000 000 | 600 000 | 1 000 000 | 600 000 | 62 115 CHF | 43 269 CHF | 99,17% | 99,17% |