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 | 30,93% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 27 939 CHF | 18 970 CHF | 99,59% | 99,59% |
15/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 99,58% | 99,58% |
12/07/2024 | 23,37% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 38 196 CHF | 24 098 CHF | 96,43% | 96,43% |
11/07/2024 | 23,10% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 138 CHF | 24 569 CHF | 91,14% | 91,14% |
10/07/2024 | 15,99% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 57 836 CHF | 33 918 CHF | 99,58% | 99,58% |
09/07/2024 | 17,25% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 53 727 CHF | 31 864 CHF | 96,48% | 96,48% |
08/07/2024 | 18,21% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 943 CHF | 29 971 CHF | 99,55% | 99,55% |
05/07/2024 | 15,44% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 792 CHF | 34 896 CHF | 97,97% | 97,97% |
04/07/2024 | 15,42% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 857 CHF | 34 929 CHF | 99,56% | 99,56% |
03/07/2024 | 15,93% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 58 045 CHF | 34 022 CHF | 99,41% | 99,41% |