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 | 8,14% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 118 247 CHF | 64 124 CHF | 99,32% | 99,32% |
15/07/2024 | 5,99% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 162 156 CHF | 86 078 CHF | 98,88% | 98,88% |
12/07/2024 | 6,32% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 153 454 CHF | 81 727 CHF | 98,79% | 98,79% |
11/07/2024 | 7,81% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 123 123 CHF | 66 562 CHF | 99,30% | 99,30% |
10/07/2024 | 8,05% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 119 301 CHF | 64 650 CHF | 98,43% | 98,43% |
09/07/2024 | 7,36% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 131 177 CHF | 70 589 CHF | 97,75% | 97,75% |
08/07/2024 | 6,39% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 151 536 CHF | 80 768 CHF | 97,51% | 97,51% |
05/07/2024 | 5,83% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 166 654 CHF | 88 327 CHF | 98,34% | 98,34% |
04/07/2024 | 5,73% | 0,17 CHF | 0,18 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 169 520 CHF | 89 760 CHF | 94,22% | 94,22% |
03/07/2024 | 5,82% | 0,17 CHF | 0,18 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 166 887 CHF | 88 444 CHF | 99,38% | 99,38% |