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 | 17,36% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 52 984 CHF | 31 492 CHF | 89,55% | 89,55% |
15/07/2024 | 22,70% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 491 CHF | 24 746 CHF | 93,41% | 93,41% |
12/07/2024 | 17,67% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 51 821 CHF | 30 911 CHF | 94,34% | 94,34% |
11/07/2024 | 13,63% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 68 594 CHF | 39 297 CHF | 90,60% | 90,60% |
10/07/2024 | 11,09% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 499 CHF | 47 750 CHF | 87,11% | 87,11% |
09/07/2024 | 10,36% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 91 650 CHF | 50 825 CHF | 84,45% | 84,45% |
08/07/2024 | 11,60% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 81 367 CHF | 45 684 CHF | 85,93% | 85,93% |
05/07/2024 | 11,40% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 82 985 CHF | 46 492 CHF | 91,13% | 91,13% |
04/07/2024 | 9,50% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 475 CHF | 55 237 CHF | 80,00% | 80,00% |
03/07/2024 | 9,27% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 103 293 CHF | 56 647 CHF | 91,64% | 91,64% |