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 | 8,65% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 110 670 CHF | 60 335 CHF | 95,63% | 95,63% |
15/07/2024 | 7,44% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 129 798 CHF | 69 899 CHF | 96,40% | 96,40% |
12/07/2024 | 7,29% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 132 310 CHF | 71 155 CHF | 97,79% | 97,79% |
11/07/2024 | 7,32% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 131 633 CHF | 70 816 CHF | 97,90% | 97,90% |
10/07/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 119 822 CHF | 64 911 CHF | 96,80% | 96,80% |
09/07/2024 | 8,04% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 119 370 CHF | 64 685 CHF | 94,90% | 94,90% |
08/07/2024 | 7,93% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 121 236 CHF | 65 618 CHF | 95,86% | 95,86% |
05/07/2024 | 7,43% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 129 721 CHF | 69 861 CHF | 97,72% | 97,72% |
04/07/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 140 031 CHF | 75 016 CHF | 90,54% | 90,54% |
03/07/2024 | 7,26% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 132 964 CHF | 71 482 CHF | 95,91% | 95,91% |