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 | 24,06% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 986 822 | 250 000 | 36 193 CHF | 11 673 CHF | 98,82% | 98,82% |
16/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 290 | 250 000 | 34 765 CHF | 11 250 CHF | 99,39% | 99,39% |
15/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 272 | 250 000 | 34 765 CHF | 11 250 CHF | 99,39% | 99,39% |
12/07/2024 | 24,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 580 | 250 000 | 34 606 CHF | 11 278 CHF | 99,06% | 99,06% |
11/07/2024 | 23,31% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 987 238 | 250 000 | 37 582 CHF | 12 011 CHF | 98,03% | 98,03% |
10/07/2024 | 23,26% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 548 | 250 000 | 37 920 CHF | 12 035 CHF | 95,46% | 95,46% |
09/07/2024 | 23,13% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 872 | 250 000 | 38 224 CHF | 12 107 CHF | 99,05% | 99,05% |
08/07/2024 | 22,13% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 487 | 250 000 | 40 035 CHF | 12 554 CHF | 99,24% | 99,24% |
05/07/2024 | 24,57% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 843 | 250 000 | 35 562 CHF | 11 444 CHF | 99,39% | 99,39% |
04/07/2024 | 26,98% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 232 | 250 000 | 32 026 CHF | 10 557 CHF | 99,39% | 99,39% |