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 | 25,36% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 998 250 | 250 219 | 34 931 CHF | 11 255 CHF | 100,00% | 100,00% |
15/07/2024 | 12,17% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 657 654 | 337 086 | 50 754 CHF | 29 358 CHF | 100,00% | 100,00% |
12/07/2024 | 12,38% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 654 611 | 341 008 | 49 713 CHF | 29 284 CHF | 98,45% | 98,45% |
11/07/2024 | 14,21% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 767 054 | 395 519 | 50 146 CHF | 29 823 CHF | 99,26% | 99,26% |
10/07/2024 | 12,10% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 650 058 | 336 338 | 50 454 CHF | 29 463 CHF | 99,77% | 99,77% |
09/07/2024 | 15,96% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 885 830 | 451 636 | 51 077 CHF | 30 553 CHF | 100,00% | 100,00% |
08/07/2024 | 16,83% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 913 549 | 442 022 | 49 735 CHF | 28 661 CHF | 98,98% | 98,98% |
05/07/2024 | 14,94% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 818 514 | 417 202 | 50 690 CHF | 30 021 CHF | 100,00% | 100,00% |
04/07/2024 | 14,92% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 809 449 | 411 662 | 50 189 CHF | 29 657 CHF | 98,15% | 98,15% |
03/07/2024 | 13,40% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 722 748 | 373 549 | 50 306 CHF | 29 736 CHF | 100,00% | 100,00% |