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 | 20,22% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 253 665 | 44 514 CHF | 13 830 CHF | 100,00% | 100,00% |
15/07/2024 | 16,95% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 936 449 | 474 913 | 50 577 CHF | 30 407 CHF | 100,00% | 100,00% |
12/07/2024 | 17,74% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 980 099 | 492 851 | 50 385 CHF | 30 276 CHF | 99,69% | 99,69% |
11/07/2024 | 18,58% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 201 | 439 962 | 48 528 CHF | 26 112 CHF | 98,52% | 98,52% |
10/07/2024 | 19,36% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 336 608 | 46 761 CHF | 19 353 CHF | 96,11% | 96,11% |
09/07/2024 | 17,44% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 956 116 | 477 076 | 50 131 CHF | 29 844 CHF | 99,63% | 99,63% |
08/07/2024 | 15,04% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 826 166 | 416 883 | 50 812 CHF | 29 822 CHF | 99,85% | 99,85% |
05/07/2024 | 13,96% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 757 798 | 391 399 | 50 496 CHF | 29 996 CHF | 100,00% | 100,00% |
04/07/2024 | 13,63% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 741 105 | 383 052 | 50 673 CHF | 30 023 CHF | 100,00% | 100,00% |
03/07/2024 | 13,52% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 733 473 | 379 237 | 50 596 CHF | 29 954 CHF | 99,25% | 99,25% |