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 | 17,04% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 936 968 | 478 735 | 50 294 CHF | 30 498 CHF | 99,39% | 99,39% |
15/07/2024 | 18,21% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 439 | 488 298 | 49 543 CHF | 29 274 CHF | 99,39% | 99,39% |
12/07/2024 | 18,34% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 989 719 | 471 753 | 49 075 CHF | 28 226 CHF | 99,05% | 99,05% |
11/07/2024 | 16,70% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 912 783 | 470 928 | 50 116 CHF | 30 566 CHF | 97,90% | 97,90% |
10/07/2024 | 16,53% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 910 590 | 467 275 | 50 542 CHF | 30 603 CHF | 95,47% | 95,47% |
09/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 846 051 | 424 150 | 50 763 CHF | 29 691 CHF | 99,03% | 99,03% |
08/07/2024 | 16,64% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 920 180 | 473 129 | 50 695 CHF | 30 797 CHF | 99,23% | 99,23% |
05/07/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 917 658 | 472 196 | 50 471 CHF | 30 693 CHF | 99,39% | 99,39% |
04/07/2024 | 15,62% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 860 000 | 433 648 | 50 735 CHF | 29 911 CHF | 99,39% | 99,39% |
03/07/2024 | 15,81% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 868 534 | 439 778 | 50 602 CHF | 30 004 CHF | 98,64% | 98,64% |