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 | 7,31% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 131 919 CHF | 56 768 CHF | 98,66% | 98,66% |
15/07/2024 | 9,10% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 105 119 CHF | 57 560 CHF | 96,72% | 96,72% |
12/07/2024 | 8,27% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 495 185 | 116 052 CHF | 62 400 CHF | 98,94% | 98,94% |
11/07/2024 | 8,45% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 477 711 | 113 514 CHF | 58 859 CHF | 99,01% | 99,01% |
10/07/2024 | 7,93% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 121 100 CHF | 52 440 CHF | 96,62% | 96,62% |
09/07/2024 | 7,77% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 123 854 CHF | 53 542 CHF | 98,07% | 98,07% |
08/07/2024 | 7,39% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 130 542 CHF | 56 217 CHF | 98,80% | 98,80% |
05/07/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 991 657 | 391 657 | 159 405 CHF | 66 844 CHF | 94,94% | 94,94% |
04/07/2024 | 5,98% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 986 087 | 386 087 | 159 937 CHF | 66 417 CHF | 98,65% | 98,65% |
03/07/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 964 866 | 364 866 | 164 266 CHF | 65 705 CHF | 99,06% | 99,06% |