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 | 25,04% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 941 CHF | 11 235 CHF | 98,89% | 98,89% |
15/07/2024 | 29,56% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 969 794 | 250 000 | 28 179 CHF | 9 755 CHF | 85,05% | 85,05% |
12/07/2024 | 27,81% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 966 471 | 250 000 | 29 961 CHF | 10 267 CHF | 58,42% | 58,42% |
11/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 954 858 | 250 000 | 33 419 CHF | 11 250 CHF | 77,30% | 77,30% |
10/07/2024 | 21,43% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 916 327 | 250 000 | 38 414 CHF | 12 945 CHF | 79,12% | 79,12% |
09/07/2024 | 21,58% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 976 711 | 250 000 | 40 491 CHF | 12 861 CHF | 93,59% | 93,59% |
08/07/2024 | 19,91% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 958 616 | 287 081 | 43 583 CHF | 16 040 CHF | 93,50% | 93,50% |
05/07/2024 | 19,67% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 297 224 | 45 901 CHF | 16 786 CHF | 100,00% | 100,00% |
04/07/2024 | 19,09% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 388 057 | 47 503 CHF | 22 575 CHF | 100,00% | 100,00% |
03/07/2024 | 17,84% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 51 132 CHF | 30 566 CHF | 99,31% | 99,31% |