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 | 28,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 987 019 | 250 000 | 29 943 CHF | 10 083 CHF | 59,38% | 59,38% |
15/07/2024 | 25,03% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 435 | 250 000 | 34 689 CHF | 11 239 CHF | 99,39% | 99,39% |
12/07/2024 | 24,80% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 369 | 250 000 | 35 138 CHF | 11 351 CHF | 99,07% | 99,07% |
11/07/2024 | 27,42% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 986 427 | 250 000 | 31 175 CHF | 10 402 CHF | 97,91% | 97,91% |
10/07/2024 | 27,50% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 724 | 250 000 | 31 311 CHF | 10 375 CHF | 95,48% | 95,48% |
09/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 055 | 250 000 | 29 822 CHF | 10 000 CHF | 99,03% | 99,03% |
08/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 711 | 250 000 | 34 829 CHF | 11 254 CHF | 99,22% | 99,22% |
05/07/2024 | 24,82% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 028 | 250 000 | 35 071 CHF | 11 329 CHF | 99,39% | 99,39% |
04/07/2024 | 25,46% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 420 | 250 000 | 34 128 CHF | 11 090 CHF | 99,39% | 99,39% |
03/07/2024 | 24,87% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 736 | 250 000 | 35 080 CHF | 11 334 CHF | 98,62% | 98,62% |