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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 18,32% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 871 | 478 881 | 49 276 CHF | 28 635 CHF | 98,84% | 98,84% |
16/07/2024 | 24,20% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 448 CHF | 11 612 CHF | 99,39% | 99,39% |
15/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 754 | 250 000 | 34 746 CHF | 11 250 CHF | 98,47% | 98,47% |
12/07/2024 | 26,20% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 315 CHF | 10 829 CHF | 99,07% | 99,07% |
11/07/2024 | 25,37% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 898 | 250 000 | 34 017 CHF | 11 120 CHF | 97,77% | 97,77% |
10/07/2024 | 26,17% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 116 | 250 000 | 33 125 CHF | 10 841 CHF | 95,45% | 95,45% |
09/07/2024 | 26,17% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 981 308 | 250 000 | 32 710 CHF | 10 841 CHF | 99,05% | 99,05% |
08/07/2024 | 25,13% | 0,04 CHF | 0,05 CHF | 994 000 | 250 000 | 993 360 | 250 000 | 34 583 CHF | 11 204 CHF | 89,31% | 89,31% |
05/07/2024 | 25,77% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 530 | 250 000 | 33 667 CHF | 10 982 CHF | 99,39% | 99,39% |
04/07/2024 | 28,35% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 792 | 250 000 | 30 099 CHF | 10 079 CHF | 99,39% | 99,39% |