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 | 12,83% | 0,09 CHF | 0,10 CHF | 1 000 000 | 100 000 | 1 000 000 | 102 355 | 73 491 CHF | 8 537 CHF | 99,38% | 99,38% |
15/07/2024 | 12,38% | 0,07 CHF | 0,08 CHF | 1 000 000 | 100 000 | 1 000 000 | 101 113 | 76 130 CHF | 8 702 CHF | 95,92% | 95,92% |
12/07/2024 | 13,59% | 0,07 CHF | 0,08 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 68 728 CHF | 11 809 CHF | 99,38% | 99,38% |
11/07/2024 | 15,51% | 0,06 CHF | 0,07 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 59 555 CHF | 10 433 CHF | 99,38% | 99,38% |
10/07/2024 | 15,17% | 0,06 CHF | 0,07 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 61 060 CHF | 10 659 CHF | 99,37% | 99,37% |
09/07/2024 | 13,53% | 0,06 CHF | 0,07 CHF | 1 000 000 | 150 000 | 1 000 000 | 142 884 | 69 064 CHF | 11 290 CHF | 99,38% | 99,38% |
08/07/2024 | 11,60% | 0,08 CHF | 0,09 CHF | 1 000 000 | 100 000 | 1 000 000 | 102 159 | 81 479 CHF | 9 321 CHF | 99,38% | 99,38% |
05/07/2024 | 12,48% | 0,08 CHF | 0,09 CHF | 1 000 000 | 100 000 | 1 000 000 | 122 885 | 75 428 CHF | 10 374 CHF | 99,38% | 99,38% |
04/07/2024 | 13,31% | 0,08 CHF | 0,09 CHF | 1 000 000 | 150 000 | 1 000 000 | 149 996 | 70 166 CHF | 12 025 CHF | 98,59% | 98,59% |
03/07/2024 | 13,52% | 0,07 CHF | 0,08 CHF | 1 000 000 | 150 000 | 1 000 000 | 137 235 | 69 741 CHF | 10 812 CHF | 99,37% | 99,37% |