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 | 18,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 460 946 | 49 358 CHF | 27 462 CHF | 100,00% | 100,00% |
15/07/2024 | 19,39% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 330 636 | 46 683 CHF | 18 968 CHF | 100,00% | 100,00% |
12/07/2024 | 20,36% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 558 | 262 332 | 43 922 CHF | 14 285 CHF | 98,97% | 98,97% |
11/07/2024 | 18,89% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 247 | 400 130 | 47 658 CHF | 23 466 CHF | 99,05% | 99,05% |
10/07/2024 | 16,67% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 920 992 | 469 518 | 50 631 CHF | 30 510 CHF | 99,84% | 99,84% |
09/07/2024 | 13,18% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 712 932 | 368 968 | 50 508 CHF | 29 833 CHF | 100,00% | 100,00% |
08/07/2024 | 11,71% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 626 953 | 323 897 | 50 404 CHF | 29 271 CHF | 100,00% | 100,00% |
05/07/2024 | 11,08% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 598 575 | 301 303 | 51 022 CHF | 28 700 CHF | 100,00% | 100,00% |
04/07/2024 | 11,04% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 596 249 | 303 125 | 51 064 CHF | 28 998 CHF | 100,00% | 100,00% |
03/07/2024 | 9,82% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 523 590 | 435 996 | 50 698 CHF | 47 084 CHF | 99,51% | 99,51% |