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 | 24,04% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 734 CHF | 11 684 CHF | 99,39% | 99,39% |
15/07/2024 | 20,10% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 255 914 | 44 767 CHF | 14 017 CHF | 99,39% | 99,39% |
12/07/2024 | 18,77% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 420 098 | 48 391 CHF | 24 782 CHF | 99,08% | 99,08% |
11/07/2024 | 20,44% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 985 745 | 286 181 | 43 508 CHF | 15 667 CHF | 97,76% | 97,76% |
10/07/2024 | 20,17% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 929 | 250 000 | 44 292 CHF | 13 652 CHF | 95,47% | 95,47% |
09/07/2024 | 19,61% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 143 | 314 137 | 45 804 CHF | 17 856 CHF | 99,05% | 99,05% |
08/07/2024 | 18,57% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 025 | 440 928 | 48 596 CHF | 26 161 CHF | 99,24% | 99,24% |
05/07/2024 | 16,72% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 921 013 | 469 746 | 50 484 CHF | 30 449 CHF | 99,39% | 99,39% |
04/07/2024 | 17,90% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 979 215 | 493 071 | 49 819 CHF | 30 024 CHF | 99,39% | 99,39% |
03/07/2024 | 17,62% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 972 283 | 490 761 | 50 338 CHF | 30 329 CHF | 98,62% | 98,62% |