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 | 9,66% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 98 808 CHF | 54 404 CHF | 99,56% | 99,56% |
15/07/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 99 151 CHF | 54 576 CHF | 99,43% | 99,43% |
12/07/2024 | 9,25% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 103 278 CHF | 56 639 CHF | 99,48% | 99,48% |
11/07/2024 | 11,35% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 83 373 CHF | 46 686 CHF | 99,36% | 99,36% |
10/07/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 013 CHF | 45 006 CHF | 99,43% | 99,43% |
09/07/2024 | 11,79% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 79 858 CHF | 44 929 CHF | 86,50% | 86,50% |
08/07/2024 | 11,75% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 094 CHF | 45 047 CHF | 99,42% | 99,42% |
05/07/2024 | 11,70% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 524 CHF | 45 262 CHF | 99,39% | 99,39% |
04/07/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 002 CHF | 45 001 CHF | 99,55% | 99,55% |
03/07/2024 | 12,77% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 73 664 CHF | 41 832 CHF | 99,50% | 99,50% |