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 | 13,62% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 68 649 CHF | 39 325 CHF | 99,56% | 99,56% |
15/07/2024 | 12,66% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 74 265 CHF | 42 132 CHF | 99,60% | 99,60% |
12/07/2024 | 10,69% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 88 639 CHF | 49 320 CHF | 96,66% | 96,66% |
11/07/2024 | 9,83% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 487 225 | 97 938 CHF | 52 436 CHF | 91,14% | 91,14% |
10/07/2024 | 7,21% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 134 102 CHF | 57 641 CHF | 99,58% | 99,58% |
09/07/2024 | 7,43% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 130 518 CHF | 56 207 CHF | 96,48% | 96,48% |
08/07/2024 | 8,17% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 117 688 CHF | 51 075 CHF | 99,59% | 99,59% |
05/07/2024 | 7,01% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 137 825 CHF | 59 130 CHF | 98,02% | 98,02% |
04/07/2024 | 7,23% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 133 551 CHF | 57 420 CHF | 99,58% | 99,58% |
03/07/2024 | 7,44% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 129 452 CHF | 55 781 CHF | 99,40% | 99,40% |