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 | 21,65% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 41 413 CHF | 25 706 CHF | 97,50% | 97,50% |
15/07/2024 | 19,01% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 47 953 CHF | 28 977 CHF | 96,50% | 96,50% |
12/07/2024 | 18,80% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 48 480 CHF | 29 240 CHF | 92,01% | 92,01% |
11/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 000 CHF | 25 000 CHF | 98,43% | 98,43% |
10/07/2024 | 26,82% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 32 752 CHF | 21 376 CHF | 98,50% | 98,50% |
09/07/2024 | 28,52% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 078 CHF | 20 039 CHF | 97,88% | 97,88% |
08/07/2024 | 22,25% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 950 CHF | 24 975 CHF | 98,10% | 98,10% |
05/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 000 CHF | 25 000 CHF | 99,03% | 99,03% |
04/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 000 CHF | 25 000 CHF | 99,57% | 99,57% |
03/07/2024 | 27,36% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 909 CHF | 20 954 CHF | 97,72% | 97,72% |