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 | 53,08% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 601 | 250 000 | 13 981 CHF | 6 019 CHF | 99,39% | 99,39% |
15/07/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 543 | 250 000 | 14 903 CHF | 6 250 CHF | 99,39% | 99,39% |
12/07/2024 | 64,48% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 986 176 | 250 000 | 10 517 CHF | 5 164 CHF | 99,09% | 99,09% |
11/07/2024 | 64,99% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 987 382 | 250 000 | 10 378 CHF | 5 126 CHF | 98,09% | 98,09% |
10/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 872 | 250 000 | 9 949 CHF | 5 000 CHF | 95,47% | 95,47% |
09/07/2024 | 66,57% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 176 | 250 000 | 9 981 CHF | 5 007 CHF | 99,06% | 99,06% |
08/07/2024 | 66,05% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 862 | 250 000 | 10 143 CHF | 5 046 CHF | 99,23% | 99,23% |
05/07/2024 | 55,14% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 062 | 250 000 | 13 369 CHF | 5 865 CHF | 99,39% | 99,39% |
04/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 524 | 250 000 | 9 945 CHF | 5 000 CHF | 99,39% | 99,39% |
03/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 955 | 250 000 | 9 940 CHF | 5 000 CHF | 98,63% | 98,63% |