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 | 13,48% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 305 CHF | 39 652 CHF | 99,58% | 99,58% |
16/07/2024 | 13,91% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 67 187 CHF | 38 594 CHF | 99,57% | 99,57% |
15/07/2024 | 12,57% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 470 833 | 74 855 CHF | 39 803 CHF | 99,61% | 99,61% |
12/07/2024 | 11,96% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 418 219 | 78 773 CHF | 37 027 CHF | 99,61% | 99,61% |
11/07/2024 | 12,09% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 451 771 | 77 901 CHF | 39 610 CHF | 99,56% | 99,56% |
10/07/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 462 580 | 80 000 CHF | 41 632 CHF | 98,64% | 98,64% |
09/07/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 478 214 | 80 000 CHF | 43 039 CHF | 99,58% | 99,58% |
08/07/2024 | 11,50% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 421 | 82 105 CHF | 36 970 CHF | 99,58% | 99,58% |
05/07/2024 | 9,52% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 100 284 CHF | 44 114 CHF | 98,38% | 98,38% |
04/07/2024 | 8,81% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 108 628 CHF | 47 451 CHF | 99,36% | 99,36% |