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 | 99,33% | 0,01 CHF | 0,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 506 CHF | 1 500 CHF | 92,81% | 92,81% |
15/07/2024 | 58,39% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 290 200 | 76 689 | 5 386 CHF | 2 121 CHF | 45,28% | 47,98% |
12/07/2024 | 18,27% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 24 895 CHF | 5 979 CHF | 99,01% | 99,01% |
11/07/2024 | 18,25% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 24 917 CHF | 5 983 CHF | 90,45% | 90,45% |
10/07/2024 | 22,14% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 20 103 CHF | 5 021 CHF | 99,73% | 99,73% |
09/07/2024 | 19,62% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 23 224 CHF | 5 645 CHF | 97,58% | 97,58% |
08/07/2024 | 18,26% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 24 902 CHF | 5 980 CHF | 99,74% | 99,74% |
05/07/2024 | 16,36% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 495 957 | 99 551 | 28 301 CHF | 6 678 CHF | 98,47% | 98,47% |
04/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 25 000 CHF | 6 000 CHF | 99,42% | 99,42% |
03/07/2024 | 19,70% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 23 125 CHF | 5 625 CHF | 99,82% | 99,82% |