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 | 8,86% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 918 267 | 318 267 | 99 089 CHF | 37 427 CHF | 99,13% | 99,13% |
15/07/2024 | 9,54% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 996 242 | 396 242 | 99 452 CHF | 43 518 CHF | 99,57% | 99,57% |
12/07/2024 | 8,16% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 901 727 | 301 727 | 106 169 CHF | 38 528 CHF | 97,99% | 97,99% |
11/07/2024 | 7,58% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 899 773 | 299 924 | 114 340 CHF | 41 113 CHF | 99,43% | 99,43% |
10/07/2024 | 7,77% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 890 590 | 296 863 | 110 328 CHF | 39 745 CHF | 94,56% | 94,56% |
09/07/2024 | 7,93% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 109 135 CHF | 39 378 CHF | 99,12% | 99,12% |
08/07/2024 | 9,65% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 978 504 | 378 504 | 96 948 CHF | 41 102 CHF | 98,89% | 98,89% |
05/07/2024 | 8,75% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 904 305 | 304 305 | 99 026 CHF | 36 339 CHF | 99,58% | 99,58% |
04/07/2024 | 9,16% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 962 669 | 362 669 | 100 263 CHF | 41 268 CHF | 99,58% | 99,58% |
03/07/2024 | 8,77% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 914 545 | 314 545 | 99 736 CHF | 37 389 CHF | 99,57% | 99,57% |