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 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 867 | 250 000 | 39 715 CHF | 12 500 CHF | 98,85% | 98,85% |
16/07/2024 | 19,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 258 254 | 45 089 CHF | 14 239 CHF | 99,39% | 99,39% |
15/07/2024 | 18,23% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 874 CHF | 29 937 CHF | 99,39% | 99,39% |
12/07/2024 | 18,04% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 874 | 497 625 | 50 096 CHF | 30 089 CHF | 99,07% | 99,07% |
11/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 985 124 | 495 041 | 49 275 CHF | 29 712 CHF | 97,76% | 97,76% |
10/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 428 | 497 476 | 49 623 CHF | 29 849 CHF | 95,47% | 95,47% |
09/07/2024 | 17,93% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 980 294 | 493 432 | 49 801 CHF | 30 009 CHF | 99,06% | 99,06% |
08/07/2024 | 18,16% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 991 904 | 497 301 | 49 677 CHF | 29 879 CHF | 99,24% | 99,24% |
05/07/2024 | 17,36% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 950 984 | 483 134 | 50 052 CHF | 30 271 CHF | 99,38% | 99,38% |
04/07/2024 | 15,60% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 855 704 | 430 966 | 50 572 CHF | 29 774 CHF | 99,39% | 99,39% |