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 | 28,54% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 051 CHF | 20 026 CHF | 98,55% | 98,55% |
15/07/2024 | 29,32% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 29 347 CHF | 19 674 CHF | 94,35% | 94,35% |
12/07/2024 | 30,80% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 28 054 CHF | 19 027 CHF | 94,51% | 94,51% |
11/07/2024 | 30,53% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 28 290 CHF | 19 145 CHF | 94,71% | 94,71% |
10/07/2024 | 27,29% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 32 011 CHF | 21 006 CHF | 97,22% | 97,22% |
09/07/2024 | 23,39% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 38 155 CHF | 24 078 CHF | 97,56% | 97,56% |
08/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 35 626 CHF | 22 813 CHF | 95,72% | 95,72% |
05/07/2024 | 26,44% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 33 350 CHF | 21 675 CHF | 94,74% | 94,74% |
04/07/2024 | 22,86% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 38 995 CHF | 24 498 CHF | 94,72% | 94,72% |
03/07/2024 | 22,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 012 CHF | 25 006 CHF | 97,62% | 97,62% |