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 | 22,70% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 987 262 | 250 000 | 38 669 CHF | 12 295 CHF | 98,85% | 98,85% |
16/07/2024 | 20,45% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 618 | 253 780 | 43 706 CHF | 13 708 CHF | 99,38% | 99,38% |
15/07/2024 | 19,01% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 558 | 387 853 | 47 410 CHF | 22 643 CHF | 99,39% | 99,39% |
12/07/2024 | 19,82% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 986 200 | 280 415 | 44 873 CHF | 15 668 CHF | 99,06% | 99,06% |
11/07/2024 | 21,86% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 987 388 | 250 000 | 40 302 CHF | 12 702 CHF | 98,08% | 98,08% |
10/07/2024 | 22,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 755 | 250 000 | 39 779 CHF | 12 497 CHF | 95,48% | 95,48% |
09/07/2024 | 22,24% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 218 | 250 000 | 39 780 CHF | 12 493 CHF | 99,03% | 99,03% |
08/07/2024 | 21,89% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 796 | 250 000 | 40 576 CHF | 12 686 CHF | 99,23% | 99,23% |
05/07/2024 | 20,53% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 026 | 250 000 | 43 540 CHF | 13 452 CHF | 99,39% | 99,39% |
04/07/2024 | 20,83% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 516 | 250 000 | 42 915 CHF | 13 284 CHF | 99,39% | 99,39% |