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 | 13,08% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 71 659 CHF | 40 829 CHF | 99,28% | 99,28% |
15/07/2024 | 9,62% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 99 015 CHF | 54 508 CHF | 98,86% | 98,86% |
12/07/2024 | 10,17% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 93 599 CHF | 51 799 CHF | 98,86% | 98,86% |
11/07/2024 | 12,45% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 75 634 CHF | 42 817 CHF | 99,35% | 99,35% |
10/07/2024 | 13,12% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 71 381 CHF | 40 691 CHF | 98,39% | 98,39% |
09/07/2024 | 11,43% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 82 728 CHF | 46 364 CHF | 97,75% | 97,75% |
08/07/2024 | 10,12% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 94 041 CHF | 52 020 CHF | 97,51% | 97,51% |
05/07/2024 | 9,11% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 105 007 CHF | 57 504 CHF | 98,35% | 98,35% |
04/07/2024 | 8,75% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 109 395 CHF | 59 698 CHF | 94,21% | 94,21% |
03/07/2024 | 8,92% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 107 293 CHF | 58 646 CHF | 99,29% | 99,29% |