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 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 890 | 250 000 | 24 672 CHF | 8 750 CHF | 98,81% | 98,81% |
16/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 283 | 250 000 | 24 832 CHF | 8 750 CHF | 99,39% | 99,39% |
15/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 266 | 250 000 | 24 832 CHF | 8 750 CHF | 99,39% | 99,39% |
12/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 985 484 | 250 000 | 24 637 CHF | 8 750 CHF | 99,07% | 99,07% |
11/07/2024 | 32,74% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 987 181 | 250 000 | 25 307 CHF | 8 907 CHF | 98,05% | 98,05% |
10/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 586 | 250 000 | 24 865 CHF | 8 750 CHF | 95,46% | 95,46% |
09/07/2024 | 30,89% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 863 | 250 000 | 27 411 CHF | 9 391 CHF | 99,05% | 99,05% |
08/07/2024 | 29,24% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 480 | 250 000 | 29 159 CHF | 9 824 CHF | 99,23% | 99,23% |
05/07/2024 | 32,59% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 862 | 250 000 | 25 624 CHF | 8 944 CHF | 99,38% | 99,38% |
04/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 226 | 250 000 | 24 856 CHF | 8 750 CHF | 99,39% | 99,39% |