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 | 39,72% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 223 CHF | 15 112 CHF | 99,50% | 99,50% |
15/07/2024 | 38,83% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 21 111 CHF | 15 556 CHF | 99,52% | 99,52% |
12/07/2024 | 18,34% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 822 CHF | 29 911 CHF | 99,43% | 99,43% |
11/07/2024 | 21,47% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 41 971 CHF | 25 985 CHF | 99,40% | 99,40% |
10/07/2024 | 24,91% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 602 697 | 500 000 | 21 840 CHF | 22 908 CHF | 99,27% | 99,50% |
09/07/2024 | 69,34% | 0,02 CHF | 0,03 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 4 753 CHF | 9 753 CHF | 97,27% | 97,27% |
08/07/2024 | 71,68% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 4 478 CHF | 9 478 CHF | 99,50% | 99,50% |
05/07/2024 | 64,90% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 5 212 CHF | 10 212 CHF | 99,42% | 99,42% |
04/07/2024 | 58,64% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 6 028 CHF | 11 028 CHF | 99,56% | 99,56% |
03/07/2024 | 61,65% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 5 619 CHF | 10 619 CHF | 99,36% | 99,36% |