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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 33,10% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 808 | 250 000 | 25 089 CHF | 8 811 CHF | 98,83% | 98,83% |
16/07/2024 | 30,82% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 525 | 250 000 | 27 417 CHF | 9 409 CHF | 99,39% | 99,39% |
15/07/2024 | 31,55% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 659 | 250 000 | 26 687 CHF | 9 218 CHF | 99,39% | 99,39% |
12/07/2024 | 28,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 589 | 250 000 | 30 583 CHF | 10 201 CHF | 99,08% | 99,08% |
11/07/2024 | 29,23% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 593 | 250 000 | 28 909 CHF | 9 828 CHF | 97,94% | 97,94% |
10/07/2024 | 32,22% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 938 | 250 000 | 26 015 CHF | 9 042 CHF | 95,46% | 95,46% |
09/07/2024 | 28,49% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 168 | 250 000 | 30 054 CHF | 10 057 CHF | 99,06% | 99,06% |
08/07/2024 | 25,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 862 | 250 000 | 33 505 CHF | 10 921 CHF | 99,23% | 99,23% |
05/07/2024 | 28,65% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 267 | 250 000 | 29 728 CHF | 9 983 CHF | 99,39% | 99,39% |
04/07/2024 | 38,63% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 610 | 250 000 | 20 930 CHF | 7 764 CHF | 99,39% | 99,39% |