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 | 18,28% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 766 CHF | 29 883 CHF | 98,66% | 98,66% |
15/07/2024 | 26,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 33 688 CHF | 21 844 CHF | 96,72% | 96,72% |
12/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 000 CHF | 25 000 CHF | 98,94% | 98,94% |
11/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 000 CHF | 25 000 CHF | 99,03% | 99,03% |
10/07/2024 | 18,46% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 306 CHF | 29 653 CHF | 96,67% | 96,67% |
09/07/2024 | 18,36% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 555 CHF | 29 777 CHF | 98,00% | 98,00% |
08/07/2024 | 17,81% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 51 337 CHF | 30 668 CHF | 98,80% | 98,80% |
05/07/2024 | 13,22% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 495 212 | 70 752 CHF | 39 945 CHF | 94,94% | 94,94% |
04/07/2024 | 13,00% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 491 417 | 72 120 CHF | 40 288 CHF | 98,65% | 98,65% |
03/07/2024 | 12,32% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 475 823 | 76 452 CHF | 41 050 CHF | 99,19% | 99,19% |