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 | 99,85% | 0,02 CHF | 0,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 10 000 CHF | 29 949 CHF | 100,00% | 100,00% |
15/07/2024 | 63,43% | 0,03 CHF | 0,05 CHF | 1 000 000 | 1 000 000 | 812 767 | 812 767 | 22 342 CHF | 39 843 CHF | 72,21% | 72,21% |
12/07/2024 | 7,03% | 0,22 CHF | 0,24 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 789 CHF | 56 645 CHF | 99,01% | 99,01% |
11/07/2024 | 8,01% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 48 643 CHF | 52 694 CHF | 91,88% | 91,88% |
10/07/2024 | 8,08% | 0,18 CHF | 0,20 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 43 161 CHF | 46 786 CHF | 100,00% | 100,00% |
09/07/2024 | 7,91% | 0,17 CHF | 0,19 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 47 360 CHF | 51 250 CHF | 100,00% | 100,00% |
08/07/2024 | 8,01% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 362 CHF | 54 568 CHF | 100,00% | 100,00% |
05/07/2024 | 6,53% | 0,20 CHF | 0,22 CHF | 200 000 | 200 000 | 199 105 | 199 105 | 46 505 CHF | 49 595 CHF | 98,86% | 98,86% |
04/07/2024 | 6,68% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 256 CHF | 56 928 CHF | 100,00% | 100,00% |
03/07/2024 | 8,32% | 0,20 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 49 299 CHF | 53 579 CHF | 99,82% | 99,82% |