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 | 65,94% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 722 | 250 000 | 10 146 CHF | 5 055 CHF | 99,38% | 99,38% |
15/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 742 | 250 000 | 9 927 CHF | 5 000 CHF | 99,39% | 99,39% |
12/07/2024 | 66,62% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 704 | 250 000 | 9 942 CHF | 5 004 CHF | 99,08% | 99,08% |
11/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 986 756 | 250 000 | 9 868 CHF | 5 000 CHF | 97,95% | 97,95% |
10/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 049 | 250 000 | 9 940 CHF | 5 000 CHF | 95,48% | 95,48% |
09/07/2024 | 65,57% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 324 | 250 000 | 10 272 CHF | 5 082 CHF | 99,03% | 99,03% |
08/07/2024 | 66,25% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 955 | 250 000 | 10 073 CHF | 5 031 CHF | 99,24% | 99,24% |
05/07/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 307 | 250 000 | 14 900 CHF | 6 250 CHF | 99,39% | 99,39% |
04/07/2024 | 57,46% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 678 | 250 000 | 12 668 CHF | 5 691 CHF | 99,39% | 99,39% |
03/07/2024 | 61,20% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 057 | 250 000 | 11 571 CHF | 5 410 CHF | 98,62% | 98,62% |