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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 24,56% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 121 | 250 000 | 35 614 CHF | 11 446 CHF | 98,86% | 98,86% |
16/07/2024 | 22,31% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 033 | 250 000 | 39 597 CHF | 12 459 CHF | 99,39% | 99,39% |
15/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 946 | 250 000 | 34 788 CHF | 11 250 CHF | 99,39% | 99,39% |
12/07/2024 | 24,96% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 987 129 | 250 000 | 34 622 CHF | 11 268 CHF | 99,08% | 99,08% |
11/07/2024 | 24,20% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 987 749 | 250 000 | 36 018 CHF | 11 612 CHF | 98,18% | 98,18% |
10/07/2024 | 26,13% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 211 | 250 000 | 33 321 CHF | 10 872 CHF | 95,50% | 95,50% |
09/07/2024 | 26,65% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 593 | 250 000 | 32 538 CHF | 10 673 CHF | 99,05% | 99,05% |
08/07/2024 | 22,25% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 243 | 250 000 | 39 798 CHF | 12 487 CHF | 99,24% | 99,24% |
05/07/2024 | 21,37% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 236 | 258 121 | 41 733 CHF | 13 467 CHF | 96,24% | 96,24% |
04/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 904 | 250 000 | 24 873 CHF | 8 750 CHF | 99,39% | 99,39% |