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 | 14,59% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 63 891 CHF | 36 945 CHF | 98,90% | 98,90% |
15/07/2024 | 13,27% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 422 CHF | 40 211 CHF | 99,71% | 99,71% |
12/07/2024 | 9,04% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 426 750 | 105 906 CHF | 49 262 CHF | 96,27% | 96,27% |
11/07/2024 | 13,02% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 72 104 CHF | 41 052 CHF | 98,44% | 98,44% |
10/07/2024 | 15,88% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 58 463 CHF | 34 232 CHF | 99,65% | 99,65% |
09/07/2024 | 18,13% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 234 CHF | 30 117 CHF | 97,99% | 97,99% |
08/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 000 CHF | 25 000 CHF | 99,15% | 99,15% |
05/07/2024 | 18,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 912 CHF | 29 956 CHF | 99,52% | 99,52% |
04/07/2024 | 15,54% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 435 CHF | 34 717 CHF | 99,34% | 99,34% |
03/07/2024 | 17,66% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 51 853 CHF | 30 927 CHF | 99,36% | 99,36% |