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 | 8,27% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 999 695 | 399 695 | 116 489 CHF | 50 569 CHF | 97,78% | 97,78% |
15/07/2024 | 7,67% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 955 267 | 355 267 | 120 013 CHF | 48 023 CHF | 98,26% | 98,26% |
12/07/2024 | 7,02% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 979 364 | 379 364 | 134 713 CHF | 55 944 CHF | 97,07% | 97,07% |
11/07/2024 | 5,88% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 148 877 CHF | 52 626 CHF | 93,69% | 93,69% |
10/07/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 772 854 | 257 618 | 144 785 CHF | 50 838 CHF | 97,15% | 97,15% |
09/07/2024 | 4,95% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 148 207 CHF | 51 902 CHF | 97,53% | 97,53% |
08/07/2024 | 5,58% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 868 812 | 289 604 | 151 260 CHF | 53 316 CHF | 99,55% | 99,55% |
05/07/2024 | 4,22% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 174 001 CHF | 60 500 CHF | 98,10% | 98,10% |
04/07/2024 | 4,26% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 172 403 CHF | 59 968 CHF | 99,37% | 99,37% |
03/07/2024 | 5,26% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 872 914 | 290 971 | 161 426 CHF | 56 718 CHF | 97,64% | 97,64% |