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 | 67,56% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 9 866 CHF | 4 966 CHF | 100,00% | 100,00% |
15/07/2024 | 58,29% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 12 512 CHF | 5 628 CHF | 100,00% | 100,00% |
12/07/2024 | 66,54% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 976 773 | 246 340 | 9 769 CHF | 4 928 CHF | 98,47% | 98,47% |
11/07/2024 | 58,72% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 153 | 250 000 | 12 291 CHF | 5 596 CHF | 99,31% | 99,31% |
10/07/2024 | 65,59% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 10 323 CHF | 5 081 CHF | 99,41% | 99,41% |
09/07/2024 | 65,29% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 931 262 | 250 000 | 9 703 CHF | 5 103 CHF | 69,32% | 69,32% |
08/07/2024 | 52,27% | 0,01 CHF | 0,02 CHF | 250 000 | 250 000 | 914 266 | 247 785 | 13 319 CHF | 6 028 CHF | 78,37% | 78,37% |
05/07/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 000 CHF | 6 250 CHF | 99,67% | 99,67% |
04/07/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 450 | 248 488 | 14 902 CHF | 6 212 CHF | 98,16% | 98,16% |
03/07/2024 | 50,57% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 988 851 | 250 000 | 14 661 CHF | 6 207 CHF | 94,57% | 94,57% |