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 | 33,34% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 581 | 250 000 | 24 833 CHF | 8 748 CHF | 99,38% | 99,38% |
15/07/2024 | 31,20% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 555 | 250 000 | 27 083 CHF | 9 311 CHF | 99,39% | 99,39% |
12/07/2024 | 37,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 023 | 250 000 | 21 518 CHF | 7 955 CHF | 99,08% | 99,08% |
11/07/2024 | 34,26% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 307 | 250 000 | 24 194 CHF | 8 577 CHF | 98,80% | 98,80% |
10/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 802 | 250 000 | 24 870 CHF | 8 750 CHF | 95,44% | 95,44% |
09/07/2024 | 33,39% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 127 | 250 000 | 24 855 CHF | 8 740 CHF | 99,06% | 99,06% |
08/07/2024 | 31,70% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 703 | 250 000 | 26 588 CHF | 9 179 CHF | 99,23% | 99,23% |
05/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 049 | 250 000 | 29 822 CHF | 10 000 CHF | 99,38% | 99,38% |
04/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 486 | 250 000 | 29 835 CHF | 10 000 CHF | 99,39% | 99,39% |
03/07/2024 | 28,85% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 976 | 250 000 | 29 530 CHF | 9 928 CHF | 98,62% | 98,62% |