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 | 14,30% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 491 578 | 65 315 CHF | 36 977 CHF | 99,39% | 99,39% |
15/07/2024 | 13,39% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 434 142 | 69 802 CHF | 34 606 CHF | 95,51% | 95,51% |
12/07/2024 | 11,53% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 81 900 CHF | 36 760 CHF | 99,41% | 99,41% |
11/07/2024 | 9,67% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 999 719 | 399 719 | 98 626 CHF | 43 429 CHF | 99,14% | 99,14% |
10/07/2024 | 8,47% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 937 540 | 337 540 | 106 014 CHF | 41 466 CHF | 99,36% | 99,36% |
09/07/2024 | 9,29% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 998 315 | 398 315 | 102 696 CHF | 44 945 CHF | 99,33% | 99,33% |
08/07/2024 | 10,33% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 91 994 CHF | 40 798 CHF | 99,41% | 99,41% |
05/07/2024 | 12,80% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 479 079 | 73 702 CHF | 39 816 CHF | 99,25% | 99,25% |
04/07/2024 | 13,18% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 963 CHF | 40 482 CHF | 99,37% | 99,37% |
03/07/2024 | 12,04% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 444 243 | 78 267 CHF | 39 115 CHF | 99,27% | 99,27% |