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 | 20,64% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 43 925 CHF | 26 963 CHF | 99,54% | 99,54% |
15/07/2024 | 19,81% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 45 960 CHF | 27 980 CHF | 99,61% | 99,61% |
12/07/2024 | 22,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 054 CHF | 25 027 CHF | 99,47% | 99,47% |
11/07/2024 | 17,49% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 52 488 CHF | 31 244 CHF | 98,93% | 98,93% |
10/07/2024 | 14,37% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 64 944 CHF | 37 472 CHF | 99,59% | 99,59% |
09/07/2024 | 13,15% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 409 797 | 71 204 CHF | 33 265 CHF | 99,54% | 99,54% |
08/07/2024 | 15,48% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 669 CHF | 34 835 CHF | 99,57% | 99,57% |
05/07/2024 | 13,37% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 426 847 | 69 828 CHF | 34 062 CHF | 99,58% | 99,58% |
04/07/2024 | 12,85% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 440 797 | 73 063 CHF | 36 489 CHF | 99,57% | 99,57% |
03/07/2024 | 17,44% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 497 007 | 52 789 CHF | 31 155 CHF | 99,46% | 99,46% |