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 | 13,44% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 474 CHF | 39 737 CHF | 98,27% | 98,27% |
15/07/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 000 CHF | 40 000 CHF | 99,60% | 99,60% |
12/07/2024 | 13,34% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 981 CHF | 39 990 CHF | 99,60% | 99,60% |
11/07/2024 | 14,94% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 62 221 CHF | 36 111 CHF | 92,76% | 92,76% |
10/07/2024 | 15,25% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 680 CHF | 35 340 CHF | 98,52% | 98,52% |
09/07/2024 | 13,70% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 68 207 CHF | 39 103 CHF | 99,03% | 99,03% |
08/07/2024 | 14,93% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 62 226 CHF | 36 113 CHF | 99,58% | 99,58% |
05/07/2024 | 11,59% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 81 464 CHF | 45 732 CHF | 89,79% | 89,79% |
04/07/2024 | 11,77% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 79 959 CHF | 44 979 CHF | 99,20% | 99,20% |
03/07/2024 | 11,51% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 82 049 CHF | 46 025 CHF | 97,73% | 97,73% |