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 | 83,43% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 682 | 250 000 | 7 449 CHF | 4 371 CHF | 99,39% | 99,39% |
15/07/2024 | 87,37% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 744 | 250 000 | 6 851 CHF | 4 224 CHF | 99,39% | 99,39% |
12/07/2024 | 66,71% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 679 | 250 000 | 9 920 CHF | 4 998 CHF | 99,07% | 99,07% |
11/07/2024 | 73,86% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 986 729 | 250 000 | 8 812 CHF | 4 730 CHF | 97,95% | 97,95% |
10/07/2024 | 81,90% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 014 | 250 000 | 7 656 CHF | 4 429 CHF | 95,48% | 95,48% |
09/07/2024 | 82,54% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 299 | 250 000 | 7 591 CHF | 4 405 CHF | 99,03% | 99,03% |
08/07/2024 | 70,12% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 003 | 250 000 | 9 433 CHF | 4 871 CHF | 99,24% | 99,24% |
05/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 309 | 250 000 | 9 933 CHF | 5 000 CHF | 99,39% | 99,39% |
04/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 680 | 250 000 | 9 937 CHF | 5 000 CHF | 99,39% | 99,39% |
03/07/2024 | 69,77% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 059 | 250 000 | 9 466 CHF | 4 884 CHF | 98,62% | 98,62% |