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 | 24,41% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 698 | 250 000 | 35 799 CHF | 11 514 CHF | 99,39% | 99,39% |
15/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 742 | 250 000 | 39 710 CHF | 12 500 CHF | 99,39% | 99,39% |
12/07/2024 | 21,11% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 679 | 250 000 | 42 205 CHF | 13 124 CHF | 99,08% | 99,08% |
11/07/2024 | 22,67% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 986 729 | 250 000 | 38 738 CHF | 12 316 CHF | 97,95% | 97,95% |
10/07/2024 | 22,13% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 013 | 250 000 | 39 958 CHF | 12 549 CHF | 95,49% | 95,49% |
09/07/2024 | 19,88% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 325 | 289 370 | 45 144 CHF | 16 179 CHF | 99,04% | 99,04% |
08/07/2024 | 17,70% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 970 470 | 490 156 | 49 996 CHF | 30 164 CHF | 99,24% | 99,24% |
05/07/2024 | 15,85% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 872 731 | 441 861 | 50 720 CHF | 30 087 CHF | 99,39% | 99,39% |
04/07/2024 | 17,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 981 869 | 493 956 | 49 833 CHF | 30 015 CHF | 99,39% | 99,39% |
03/07/2024 | 16,23% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 894 187 | 456 541 | 50 648 CHF | 30 413 CHF | 98,62% | 98,62% |