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 | 18,16% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 986 715 | 452 430 | 49 488 CHF | 27 378 CHF | 100,00% | 100,00% |
15/07/2024 | 19,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 278 372 | 45 160 CHF | 15 474 CHF | 100,00% | 100,00% |
12/07/2024 | 18,74% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 983 342 | 407 903 | 47 731 CHF | 24 170 CHF | 98,42% | 98,42% |
11/07/2024 | 19,52% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 305 996 | 46 312 CHF | 17 404 CHF | 99,75% | 99,75% |
10/07/2024 | 15,77% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 871 163 | 437 466 | 50 881 CHF | 29 920 CHF | 99,78% | 99,78% |
09/07/2024 | 14,51% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 789 833 | 404 945 | 50 470 CHF | 29 935 CHF | 100,00% | 100,00% |
08/07/2024 | 14,33% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 771 013 | 399 002 | 49 940 CHF | 29 837 CHF | 98,98% | 98,98% |
05/07/2024 | 13,24% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 717 389 | 371 196 | 50 618 CHF | 29 903 CHF | 100,00% | 100,00% |
04/07/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 721 495 | 374 078 | 50 524 CHF | 29 937 CHF | 98,15% | 98,15% |
03/07/2024 | 11,74% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 626 848 | 322 916 | 50 263 CHF | 29 113 CHF | 100,00% | 100,00% |