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 | 28,62% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 224 CHF | 10 056 CHF | 100,00% | 100,00% |
15/07/2024 | 19,41% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 996 226 | 386 588 | 46 686 CHF | 22 374 CHF | 100,00% | 100,00% |
12/07/2024 | 14,12% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 769 561 | 393 711 | 50 668 CHF | 29 880 CHF | 99,68% | 99,68% |
11/07/2024 | 19,96% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 193 | 271 031 | 44 841 CHF | 15 006 CHF | 98,59% | 98,59% |
10/07/2024 | 22,57% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 483 CHF | 12 371 CHF | 96,07% | 96,07% |
09/07/2024 | 22,15% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 242 CHF | 12 561 CHF | 99,66% | 99,66% |
08/07/2024 | 18,57% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 980 518 | 407 057 | 48 144 CHF | 24 494 CHF | 99,85% | 99,85% |
05/07/2024 | 13,85% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 754 866 | 387 645 | 50 719 CHF | 29 941 CHF | 100,00% | 100,00% |
04/07/2024 | 15,86% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 877 403 | 445 355 | 50 919 CHF | 30 290 CHF | 100,00% | 100,00% |
03/07/2024 | 16,38% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 906 105 | 461 354 | 50 812 CHF | 30 477 CHF | 99,23% | 99,23% |