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 | 27,47% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 728 CHF | 20 864 CHF | 99,55% | 99,55% |
15/07/2024 | 25,30% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 35 158 CHF | 22 579 CHF | 99,55% | 99,55% |
12/07/2024 | 25,99% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 34 066 CHF | 22 033 CHF | 99,57% | 99,57% |
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 | 99,47% | 99,47% |
10/07/2024 | 21,83% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 972 CHF | 25 486 CHF | 99,59% | 99,59% |
09/07/2024 | 20,75% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 43 652 CHF | 26 826 CHF | 99,58% | 99,58% |
08/07/2024 | 27,72% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 334 CHF | 20 667 CHF | 99,50% | 99,50% |
05/07/2024 | 26,52% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 33 227 CHF | 21 614 CHF | 99,59% | 99,59% |
04/07/2024 | 28,26% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 489 CHF | 20 244 CHF | 99,58% | 99,58% |
03/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 000 CHF | 25 000 CHF | 99,46% | 99,46% |