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 | 26,84% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 424 CHF | 10 606 CHF | 100,00% | 100,00% |
15/07/2024 | 26,92% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 309 CHF | 10 577 CHF | 100,00% | 100,00% |
12/07/2024 | 23,46% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 582 | 250 000 | 37 512 CHF | 11 956 CHF | 99,69% | 99,69% |
11/07/2024 | 20,48% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 126 | 260 583 | 43 578 CHF | 14 069 CHF | 98,68% | 98,68% |
10/07/2024 | 20,35% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 255 438 | 44 247 CHF | 13 878 CHF | 96,07% | 96,07% |
09/07/2024 | 19,54% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 351 893 | 46 398 CHF | 20 205 CHF | 99,66% | 99,66% |
08/07/2024 | 16,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 935 366 | 475 096 | 50 562 CHF | 30 441 CHF | 99,84% | 99,84% |
05/07/2024 | 17,32% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 959 345 | 486 448 | 50 634 CHF | 30 552 CHF | 100,00% | 100,00% |
04/07/2024 | 19,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 339 911 | 46 606 CHF | 19 466 CHF | 100,00% | 100,00% |
03/07/2024 | 18,76% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 412 658 | 48 404 CHF | 24 304 CHF | 99,23% | 99,23% |