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 | 11,74% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 485 114 | 80 346 CHF | 43 741 CHF | 99,58% | 99,58% |
15/07/2024 | 12,08% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 77 995 CHF | 43 997 CHF | 99,71% | 99,71% |
12/07/2024 | 11,77% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 79 953 CHF | 44 977 CHF | 96,38% | 96,38% |
11/07/2024 | 13,68% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 462 CHF | 39 731 CHF | 91,14% | 91,14% |
10/07/2024 | 20,39% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 44 666 CHF | 27 333 CHF | 99,58% | 99,58% |
09/07/2024 | 19,09% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 47 752 CHF | 28 876 CHF | 96,48% | 96,48% |
08/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 99,58% | 99,58% |
05/07/2024 | 18,19% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 973 CHF | 29 986 CHF | 97,96% | 97,96% |
04/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 99,58% | 99,58% |
03/07/2024 | 18,19% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 982 CHF | 29 991 CHF | 99,47% | 99,47% |