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 | 18,62% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 205 | 438 717 | 48 457 CHF | 25 986 CHF | 99,38% | 99,38% |
15/07/2024 | 17,11% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 939 685 | 478 852 | 50 229 CHF | 30 398 CHF | 99,39% | 99,39% |
12/07/2024 | 18,41% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 972 889 | 421 208 | 48 147 CHF | 25 349 CHF | 99,09% | 99,09% |
11/07/2024 | 17,93% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 982 709 | 494 236 | 49 908 CHF | 30 049 CHF | 98,27% | 98,27% |
10/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 388 | 496 384 | 49 719 CHF | 29 783 CHF | 95,48% | 95,48% |
09/07/2024 | 17,55% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 948 443 | 441 429 | 49 409 CHF | 27 729 CHF | 99,04% | 99,04% |
08/07/2024 | 15,61% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 860 348 | 433 290 | 50 806 CHF | 29 912 CHF | 99,23% | 99,23% |
05/07/2024 | 15,66% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 868 298 | 438 904 | 51 090 CHF | 30 207 CHF | 99,39% | 99,39% |
04/07/2024 | 18,46% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 087 | 456 658 | 48 944 CHF | 27 191 CHF | 99,39% | 99,39% |
03/07/2024 | 18,80% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 553 | 414 313 | 47 972 CHF | 24 416 CHF | 98,63% | 98,63% |