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 | 18,80% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 412 669 | 48 307 CHF | 24 310 CHF | 100,00% | 100,00% |
15/07/2024 | 18,95% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 402 528 | 47 900 CHF | 23 577 CHF | 100,00% | 100,00% |
12/07/2024 | 18,08% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 995 089 | 498 363 | 50 056 CHF | 30 056 CHF | 99,78% | 99,78% |
11/07/2024 | 16,50% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 915 265 | 468 510 | 50 894 CHF | 30 732 CHF | 100,00% | 100,00% |
10/07/2024 | 14,62% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 796 983 | 407 328 | 50 520 CHF | 29 908 CHF | 94,69% | 94,69% |
09/07/2024 | 14,29% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 775 000 | 400 000 | 50 375 CHF | 30 000 CHF | 99,67% | 99,67% |
08/07/2024 | 13,44% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 728 727 | 376 864 | 50 568 CHF | 29 921 CHF | 100,00% | 100,00% |
05/07/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 724 539 | 374 769 | 50 741 CHF | 29 994 CHF | 100,00% | 100,00% |
04/07/2024 | 13,08% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 710 142 | 367 570 | 50 749 CHF | 29 944 CHF | 100,00% | 100,00% |
03/07/2024 | 12,22% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 656 714 | 340 856 | 50 450 CHF | 29 595 CHF | 99,33% | 99,33% |