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 | - | - CHF | 0,02 CHF | 0 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 92,81% |
15/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 000 CHF | 2 000 CHF | 9,20% | 40,29% |
12/07/2024 | 77,41% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 499 554 | 100 000 | 4 996 CHF | 2 322 CHF | 99,01% | 99,01% |
11/07/2024 | 88,87% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 666 CHF | 90,26% | 90,46% |
10/07/2024 | 98,09% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 499 577 | 100 000 | 4 996 CHF | 2 943 CHF | 95,66% | 95,66% |
09/07/2024 | 90,78% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 499 999 | 100 000 | 5 000 CHF | 2 724 CHF | 97,37% | 97,37% |
08/07/2024 | 89,26% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 678 CHF | 99,74% | 99,74% |
05/07/2024 | 72,52% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 495 548 | 99 551 | 4 955 CHF | 2 167 CHF | 98,47% | 98,47% |
04/07/2024 | 90,79% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 724 CHF | 99,42% | 99,42% |
03/07/2024 | 90,12% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 704 CHF | 99,82% | 99,82% |