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 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 45 000 CHF | 13 750 CHF | 99,42% | 99,42% |
16/07/2024 | 19,65% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 290 277 | 45 949 CHF | 16 333 CHF | 100,00% | 100,00% |
15/07/2024 | 18,44% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 998 803 | 465 721 | 49 219 CHF | 27 727 CHF | 100,00% | 100,00% |
12/07/2024 | 17,02% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 940 688 | 480 229 | 50 579 CHF | 30 634 CHF | 99,67% | 99,67% |
11/07/2024 | 16,77% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 922 635 | 474 212 | 50 458 CHF | 30 673 CHF | 98,51% | 98,51% |
10/07/2024 | 14,11% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 962 859 | 487 620 | 50 300 CHF | 29 376 CHF | 96,09% | 96,09% |
09/07/2024 | 8,77% | 0,06 CHF | 0,06 CHF | 925 000 | 475 000 | 931 224 | 476 800 | 50 785 CHF | 28 392 CHF | 99,66% | 99,66% |
08/07/2024 | 7,68% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 809 336 | 411 445 | 50 673 CHF | 27 832 CHF | 99,85% | 99,85% |
05/07/2024 | 7,55% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 793 310 | 406 103 | 50 526 CHF | 27 906 CHF | 100,00% | 100,00% |
04/07/2024 | 7,30% | 0,07 CHF | 0,07 CHF | 775 000 | 400 000 | 765 683 | 395 160 | 50 505 CHF | 28 042 CHF | 100,00% | 100,00% |