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 | 6,91% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 139 756 CHF | 74 878 CHF | 99,57% | 99,57% |
15/07/2024 | 7,01% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 137 838 CHF | 73 919 CHF | 99,71% | 99,71% |
12/07/2024 | 6,96% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 138 771 CHF | 74 385 CHF | 96,36% | 96,36% |
11/07/2024 | 7,65% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 126 190 CHF | 68 095 CHF | 91,14% | 91,14% |
10/07/2024 | 9,35% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 102 131 CHF | 56 066 CHF | 99,56% | 99,56% |
09/07/2024 | 9,09% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 105 579 CHF | 57 790 CHF | 96,48% | 96,48% |
08/07/2024 | 8,77% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 109 045 CHF | 59 523 CHF | 99,57% | 99,57% |
05/07/2024 | 9,48% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 545 CHF | 55 272 CHF | 98,02% | 98,02% |
04/07/2024 | 8,89% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 107 623 CHF | 58 812 CHF | 99,58% | 99,58% |
03/07/2024 | 9,40% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 101 471 CHF | 55 736 CHF | 99,40% | 99,40% |