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 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 870 | 250 000 | 29 606 CHF | 10 000 CHF | 98,81% | 98,81% |
16/07/2024 | 29,02% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 290 | 250 000 | 29 324 CHF | 9 881 CHF | 99,39% | 99,39% |
15/07/2024 | 30,27% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 274 | 250 000 | 28 018 CHF | 9 555 CHF | 99,39% | 99,39% |
12/07/2024 | 28,81% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 985 581 | 250 000 | 29 320 CHF | 9 938 CHF | 99,06% | 99,06% |
11/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 987 189 | 250 000 | 29 616 CHF | 10 000 CHF | 98,05% | 98,05% |
10/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 598 | 250 000 | 29 838 CHF | 10 000 CHF | 95,47% | 95,47% |
09/07/2024 | 28,55% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 872 | 250 000 | 29 878 CHF | 10 008 CHF | 99,05% | 99,05% |
08/07/2024 | 28,50% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 488 | 250 000 | 29 961 CHF | 10 024 CHF | 99,23% | 99,23% |
05/07/2024 | 32,54% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 815 | 250 000 | 25 678 CHF | 8 958 CHF | 99,39% | 99,39% |
04/07/2024 | 33,12% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 232 | 250 000 | 25 081 CHF | 8 806 CHF | 99,39% | 99,39% |