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 | 18,17% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 981 554 | 482 878 | 49 155 CHF | 29 064 CHF | 98,81% | 98,81% |
16/07/2024 | 19,98% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 288 | 254 946 | 44 761 CHF | 14 051 CHF | 99,39% | 99,39% |
15/07/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 315 | 250 000 | 44 699 CHF | 13 750 CHF | 99,39% | 99,39% |
12/07/2024 | 19,89% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 985 574 | 263 724 | 44 629 CHF | 14 646 CHF | 99,06% | 99,06% |
11/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 987 187 | 495 616 | 49 359 CHF | 29 737 CHF | 98,05% | 98,05% |
10/07/2024 | 18,35% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 740 | 472 403 | 49 217 CHF | 28 215 CHF | 95,48% | 95,48% |
09/07/2024 | 18,12% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 962 721 | 406 733 | 48 496 CHF | 25 018 CHF | 99,06% | 99,06% |
08/07/2024 | 17,12% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 943 636 | 481 212 | 50 403 CHF | 30 530 CHF | 99,23% | 99,23% |
05/07/2024 | 19,47% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 982 389 | 287 045 | 45 680 CHF | 16 535 CHF | 99,38% | 99,38% |
04/07/2024 | 21,84% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 255 | 250 000 | 40 873 CHF | 12 777 CHF | 99,39% | 99,39% |