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 | 19,86% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 260 469 | 45 389 CHF | 14 448 CHF | 100,00% | 100,00% |
15/07/2024 | 18,57% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 441 734 | 48 927 CHF | 26 170 CHF | 100,00% | 100,00% |
12/07/2024 | 20,01% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 350 | 250 000 | 44 680 CHF | 13 743 CHF | 99,68% | 99,68% |
11/07/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 097 | 254 482 | 44 644 CHF | 13 997 CHF | 98,78% | 98,78% |
10/07/2024 | 18,73% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 997 561 | 416 948 | 48 397 CHF | 24 648 CHF | 96,09% | 96,09% |
09/07/2024 | 17,34% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 946 021 | 472 360 | 49 912 CHF | 29 718 CHF | 99,67% | 99,67% |
08/07/2024 | 14,94% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 820 228 | 415 076 | 50 804 CHF | 29 872 CHF | 99,85% | 99,85% |
05/07/2024 | 13,58% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 736 900 | 380 935 | 50 571 CHF | 29 952 CHF | 100,00% | 100,00% |
04/07/2024 | 15,33% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 845 995 | 423 665 | 50 973 CHF | 29 766 CHF | 100,00% | 100,00% |
03/07/2024 | 15,57% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 862 035 | 433 888 | 51 042 CHF | 30 023 CHF | 99,25% | 99,25% |