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 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 99,59% | 99,59% |
16/07/2024 | 29,92% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 28 821 CHF | 19 410 CHF | 99,55% | 99,55% |
15/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 99,61% | 99,61% |
12/07/2024 | 28,45% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 185 CHF | 20 093 CHF | 99,61% | 99,61% |
11/07/2024 | 28,38% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 305 CHF | 20 153 CHF | 99,57% | 99,57% |
10/07/2024 | 28,42% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 239 CHF | 20 119 CHF | 99,64% | 99,64% |
09/07/2024 | 28,30% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 432 CHF | 20 216 CHF | 99,58% | 99,58% |
08/07/2024 | 23,37% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 38 187 CHF | 24 093 CHF | 99,58% | 99,58% |
05/07/2024 | 21,03% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 42 954 CHF | 26 477 CHF | 99,46% | 99,46% |
04/07/2024 | 18,41% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 424 CHF | 29 712 CHF | 99,36% | 99,36% |