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 | 24,70% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 542 CHF | 11 386 CHF | 99,06% | 99,06% |
15/07/2024 | 27,67% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 260 CHF | 10 315 CHF | 99,06% | 99,06% |
12/07/2024 | 21,29% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 42 098 CHF | 13 025 CHF | 98,86% | 98,86% |
11/07/2024 | 21,17% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 146 | 250 000 | 42 050 CHF | 13 091 CHF | 97,94% | 97,94% |
10/07/2024 | 22,17% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 991 866 | 250 000 | 39 784 CHF | 12 527 CHF | 95,13% | 95,13% |
09/07/2024 | 18,31% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 981 770 | 444 568 | 48 811 CHF | 26 784 CHF | 98,65% | 98,65% |
08/07/2024 | 16,93% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 929 006 | 475 984 | 50 226 CHF | 30 503 CHF | 98,56% | 98,56% |
05/07/2024 | 13,00% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 700 796 | 362 898 | 50 444 CHF | 29 752 CHF | 99,17% | 99,17% |
04/07/2024 | 12,39% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 664 590 | 345 951 | 50 313 CHF | 29 650 CHF | 99,18% | 99,18% |
03/07/2024 | 17,54% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 969 884 | 486 912 | 50 584 CHF | 30 290 CHF | 98,44% | 98,44% |