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 | 21,15% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 263 059 | 42 465 CHF | 13 888 CHF | 100,00% | 100,00% |
15/07/2024 | 22,34% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 828 CHF | 12 457 CHF | 100,00% | 100,00% |
12/07/2024 | 19,92% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 468 | 260 601 | 44 947 CHF | 14 428 CHF | 98,41% | 98,41% |
11/07/2024 | 21,91% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 835 CHF | 12 709 CHF | 99,83% | 99,83% |
10/07/2024 | 27,90% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 947 CHF | 10 237 CHF | 99,80% | 99,80% |
09/07/2024 | 26,69% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 637 CHF | 10 659 CHF | 100,00% | 100,00% |
08/07/2024 | 25,47% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 348 CHF | 11 087 CHF | 98,99% | 98,99% |
05/07/2024 | 23,72% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 300 CHF | 11 825 CHF | 100,00% | 100,00% |
04/07/2024 | 24,30% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 615 | 250 000 | 36 047 CHF | 11 568 CHF | 98,17% | 98,17% |
03/07/2024 | 22,62% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 252 988 | 39 397 CHF | 12 514 CHF | 100,00% | 100,00% |