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 | 10,39% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 91 353 CHF | 50 676 CHF | 99,58% | 99,58% |
15/07/2024 | 10,64% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 89 076 CHF | 49 538 CHF | 99,61% | 99,61% |
12/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 90 005 CHF | 50 003 CHF | 96,38% | 96,38% |
11/07/2024 | 11,30% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 84 174 CHF | 47 087 CHF | 91,13% | 91,13% |
10/07/2024 | 14,96% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 62 090 CHF | 36 045 CHF | 99,59% | 99,59% |
09/07/2024 | 15,79% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 58 626 CHF | 34 313 CHF | 96,53% | 96,53% |
08/07/2024 | 14,74% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 63 142 CHF | 36 571 CHF | 99,55% | 99,55% |
05/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 017 CHF | 35 008 CHF | 97,99% | 97,99% |
04/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 019 CHF | 35 010 CHF | 99,57% | 99,57% |
03/07/2024 | 15,34% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 204 CHF | 35 102 CHF | 99,47% | 99,47% |