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 | 18,23% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 489 591 | 49 854 CHF | 29 333 CHF | 100,00% | 100,00% |
15/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 100,00% | 100,00% |
12/07/2024 | 18,09% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 987 287 | 495 762 | 49 636 CHF | 29 885 CHF | 99,77% | 99,77% |
11/07/2024 | 17,67% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 974 811 | 491 604 | 50 298 CHF | 30 296 CHF | 100,00% | 100,00% |
10/07/2024 | 16,42% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 910 766 | 465 510 | 50 920 CHF | 30 673 CHF | 94,69% | 94,69% |
09/07/2024 | 15,65% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 866 283 | 435 854 | 51 023 CHF | 30 022 CHF | 99,67% | 99,67% |
08/07/2024 | 14,69% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 802 235 | 409 078 | 50 579 CHF | 29 897 CHF | 100,00% | 100,00% |
05/07/2024 | 14,82% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 810 115 | 411 705 | 50 638 CHF | 29 861 CHF | 100,00% | 100,00% |
04/07/2024 | 14,31% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 776 954 | 400 610 | 50 414 CHF | 30 002 CHF | 100,00% | 100,00% |
03/07/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 724 035 | 374 518 | 50 682 CHF | 29 961 CHF | 99,31% | 99,31% |