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 | 66,83% | 0,01 CHF | 0,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 500 CHF | 1 002 CHF | 92,81% | 92,81% |
15/07/2024 | 67,95% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 457 837 | 95 315 | 4 578 CHF | 1 926 CHF | 26,67% | 47,54% |
12/07/2024 | 27,82% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 593 CHF | 4 119 CHF | 99,01% | 99,01% |
11/07/2024 | 28,60% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 14 989 CHF | 3 998 CHF | 90,45% | 90,45% |
10/07/2024 | 28,85% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 14 878 CHF | 3 976 CHF | 99,65% | 99,65% |
09/07/2024 | 28,20% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 296 CHF | 4 059 CHF | 97,37% | 97,37% |
08/07/2024 | 28,42% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 116 CHF | 4 023 CHF | 99,74% | 99,74% |
05/07/2024 | 23,82% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 495 957 | 99 551 | 18 769 CHF | 4 764 CHF | 98,47% | 98,47% |
04/07/2024 | 28,37% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 159 CHF | 4 032 CHF | 99,42% | 99,42% |
03/07/2024 | 28,56% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 005 CHF | 4 001 CHF | 99,82% | 99,82% |