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 | 13,36% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 869 CHF | 39 935 CHF | 99,35% | 99,35% |
15/07/2024 | 11,39% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 83 048 CHF | 46 524 CHF | 99,29% | 99,29% |
12/07/2024 | 10,61% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 974 | 89 365 CHF | 49 680 CHF | 99,38% | 99,38% |
11/07/2024 | 11,78% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 79 917 CHF | 44 959 CHF | 99,36% | 99,36% |
10/07/2024 | 10,57% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 89 660 CHF | 49 830 CHF | 99,35% | 99,35% |
09/07/2024 | 10,29% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 315 | 92 450 CHF | 51 149 CHF | 99,34% | 99,34% |
08/07/2024 | 7,75% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 124 205 CHF | 53 682 CHF | 99,31% | 99,31% |
05/07/2024 | 6,97% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 138 655 CHF | 59 462 CHF | 99,34% | 99,34% |
04/07/2024 | 6,91% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 139 849 CHF | 59 940 CHF | 99,37% | 99,37% |
03/07/2024 | 7,24% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 133 287 CHF | 57 315 CHF | 99,40% | 99,40% |