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 | 22,60% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 326 CHF | 12 332 CHF | 99,39% | 99,39% |
15/07/2024 | 18,87% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 113 | 385 316 | 47 856 CHF | 22 633 CHF | 99,38% | 99,38% |
12/07/2024 | 17,35% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 958 844 | 483 826 | 50 515 CHF | 30 336 CHF | 99,05% | 99,05% |
11/07/2024 | 18,05% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 976 658 | 478 884 | 49 299 CHF | 29 005 CHF | 97,74% | 97,74% |
10/07/2024 | 20,04% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 985 234 | 354 555 | 44 673 CHF | 20 143 CHF | 95,44% | 95,44% |
09/07/2024 | 18,30% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 991 553 | 477 421 | 49 266 CHF | 28 560 CHF | 99,04% | 99,04% |
08/07/2024 | 17,00% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 934 560 | 478 187 | 50 325 CHF | 30 542 CHF | 99,22% | 99,22% |
05/07/2024 | 14,71% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 796 890 | 411 131 | 50 162 CHF | 29 998 CHF | 99,38% | 99,38% |
04/07/2024 | 14,54% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 792 087 | 405 645 | 50 538 CHF | 29 948 CHF | 99,38% | 99,38% |
03/07/2024 | 15,45% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 854 988 | 424 109 | 51 066 CHF | 29 589 CHF | 98,61% | 98,61% |