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 | 43,59% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 987 330 | 250 000 | 17 990 CHF | 7 052 CHF | 98,82% | 98,82% |
16/07/2024 | 36,53% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 614 | 250 000 | 22 444 CHF | 8 151 CHF | 99,38% | 99,38% |
15/07/2024 | 32,72% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 554 | 250 000 | 25 487 CHF | 8 912 CHF | 99,39% | 99,39% |
12/07/2024 | 33,37% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 123 | 250 000 | 24 624 CHF | 8 743 CHF | 99,07% | 99,07% |
11/07/2024 | 39,11% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 987 356 | 250 000 | 20 413 CHF | 7 667 CHF | 98,09% | 98,09% |
10/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 751 | 250 000 | 19 895 CHF | 7 500 CHF | 95,48% | 95,48% |
09/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 162 | 250 000 | 19 903 CHF | 7 500 CHF | 99,04% | 99,04% |
08/07/2024 | 39,85% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 786 | 250 000 | 20 032 CHF | 7 529 CHF | 99,23% | 99,23% |
05/07/2024 | 34,63% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 049 | 250 000 | 23 880 CHF | 8 507 CHF | 99,39% | 99,39% |
04/07/2024 | 36,98% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 512 | 250 000 | 22 155 CHF | 8 066 CHF | 99,39% | 99,39% |