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 | 26,16% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 516 CHF | 10 879 CHF | 100,00% | 100,00% |
15/07/2024 | 19,53% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 355 | 370 497 | 46 350 CHF | 21 365 CHF | 100,00% | 100,00% |
12/07/2024 | 17,70% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 972 592 | 486 713 | 50 108 CHF | 29 954 CHF | 99,68% | 99,68% |
11/07/2024 | 22,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 193 | 250 000 | 39 635 CHF | 12 487 CHF | 98,59% | 98,59% |
10/07/2024 | 24,80% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 456 CHF | 11 364 CHF | 96,11% | 96,11% |
09/07/2024 | 24,99% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 022 CHF | 11 255 CHF | 99,65% | 99,65% |
08/07/2024 | 22,41% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 860 CHF | 12 465 CHF | 99,83% | 99,83% |
05/07/2024 | 18,58% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 997 656 | 441 942 | 48 791 CHF | 26 254 CHF | 100,00% | 100,00% |
04/07/2024 | 20,17% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 44 618 CHF | 13 655 CHF | 100,00% | 100,00% |
03/07/2024 | 20,86% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 43 071 CHF | 13 268 CHF | 99,22% | 99,22% |