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 | 13,80% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 67 726 CHF | 38 863 CHF | 99,47% | 99,47% |
15/07/2024 | 13,40% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 681 CHF | 39 841 CHF | 99,46% | 99,46% |
12/07/2024 | 12,96% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 72 398 CHF | 41 199 CHF | 99,49% | 99,49% |
11/07/2024 | 15,21% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 857 CHF | 35 429 CHF | 99,27% | 99,27% |
10/07/2024 | 15,42% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 877 CHF | 34 939 CHF | 99,45% | 99,45% |
09/07/2024 | 16,38% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 56 455 CHF | 33 227 CHF | 86,63% | 86,63% |
08/07/2024 | 15,50% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 570 CHF | 34 785 CHF | 99,43% | 99,43% |
05/07/2024 | 15,62% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 149 CHF | 34 575 CHF | 99,39% | 99,39% |
04/07/2024 | 15,39% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 993 CHF | 34 996 CHF | 99,57% | 99,57% |
03/07/2024 | 17,72% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 51 664 CHF | 30 832 CHF | 99,37% | 99,37% |