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 | 13,17% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 71 059 CHF | 40 530 CHF | 99,61% | 99,61% |
15/07/2024 | 13,06% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 71 770 CHF | 40 885 CHF | 99,57% | 99,57% |
12/07/2024 | 13,08% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 71 613 CHF | 40 807 CHF | 99,51% | 99,51% |
11/07/2024 | 11,69% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 573 CHF | 45 287 CHF | 99,49% | 99,49% |
10/07/2024 | 10,27% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 92 589 CHF | 51 294 CHF | 99,60% | 99,60% |
09/07/2024 | 9,67% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 481 768 | 99 216 CHF | 52 408 CHF | 99,57% | 99,57% |
08/07/2024 | 14,32% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 65 169 CHF | 37 585 CHF | 99,62% | 99,62% |
05/07/2024 | 13,39% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 713 CHF | 39 856 CHF | 99,53% | 99,53% |
04/07/2024 | 14,84% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 62 636 CHF | 36 318 CHF | 99,58% | 99,58% |
03/07/2024 | 11,72% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 425 CHF | 45 213 CHF | 99,57% | 99,57% |