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 | 28,46% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 284 CHF | 20 142 CHF | 89,51% | 89,51% |
15/07/2024 | 39,59% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 356 CHF | 15 178 CHF | 93,42% | 93,42% |
12/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 94,40% | 94,40% |
11/07/2024 | 22,30% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 872 CHF | 24 936 CHF | 90,60% | 90,60% |
10/07/2024 | 18,04% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 513 CHF | 30 256 CHF | 87,11% | 87,11% |
09/07/2024 | 17,63% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 51 960 CHF | 30 980 CHF | 84,53% | 84,53% |
08/07/2024 | 18,35% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 571 CHF | 29 786 CHF | 85,94% | 85,94% |
05/07/2024 | 18,13% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 173 CHF | 30 086 CHF | 91,18% | 91,18% |
04/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 000 CHF | 35 000 CHF | 80,01% | 80,01% |
03/07/2024 | 14,80% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 62 853 CHF | 36 427 CHF | 91,66% | 91,66% |