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 | 59,45% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 11 849 CHF | 10 924 CHF | 99,51% | 99,51% |
15/07/2024 | 56,86% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 12 654 CHF | 11 327 CHF | 99,65% | 99,65% |
12/07/2024 | 35,05% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 23 587 CHF | 16 794 CHF | 99,42% | 99,42% |
11/07/2024 | 40,39% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 19 945 CHF | 14 973 CHF | 99,43% | 99,43% |
10/07/2024 | 43,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 18 391 CHF | 14 196 CHF | 99,49% | 99,49% |
09/07/2024 | 109,94% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 4 123 CHF | 7 061 CHF | 97,27% | 97,27% |
08/07/2024 | 111,39% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 3 980 CHF | 6 990 CHF | 99,49% | 99,49% |
05/07/2024 | 114,60% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 3 769 CHF | 6 884 CHF | 99,42% | 99,42% |
04/07/2024 | 104,56% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 4 590 CHF | 7 295 CHF | 99,57% | 99,57% |
03/07/2024 | 98,88% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 5 123 CHF | 7 561 CHF | 99,46% | 99,46% |