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 | 14,18% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 65 889 CHF | 37 944 CHF | 98,23% | 98,23% |
15/07/2024 | 12,93% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 72 585 CHF | 41 293 CHF | 94,05% | 94,05% |
12/07/2024 | 11,99% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 78 550 CHF | 44 275 CHF | 94,51% | 94,51% |
11/07/2024 | 13,34% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 816 CHF | 40 408 CHF | 94,68% | 94,68% |
10/07/2024 | 14,64% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 63 626 CHF | 36 813 CHF | 97,42% | 97,42% |
09/07/2024 | 14,85% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 62 590 CHF | 36 295 CHF | 97,84% | 97,84% |
08/07/2024 | 13,97% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 66 911 CHF | 38 456 CHF | 96,00% | 96,00% |
05/07/2024 | 13,32% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 065 CHF | 40 033 CHF | 94,76% | 94,76% |
04/07/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 006 CHF | 40 003 CHF | 94,72% | 94,72% |
03/07/2024 | 14,43% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 64 646 CHF | 37 323 CHF | 97,26% | 97,26% |