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 | 32,66% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 533 | 250 000 | 25 542 CHF | 8 926 CHF | 99,38% | 99,38% |
15/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 430 | 250 000 | 29 803 CHF | 10 000 CHF | 99,39% | 99,39% |
12/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 024 | 250 000 | 29 581 CHF | 10 000 CHF | 99,06% | 99,06% |
11/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 987 319 | 250 000 | 29 620 CHF | 10 000 CHF | 98,08% | 98,08% |
10/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 729 | 250 000 | 34 816 CHF | 11 250 CHF | 95,49% | 95,49% |
09/07/2024 | 25,48% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 100 | 250 000 | 34 168 CHF | 11 085 CHF | 99,05% | 99,05% |
08/07/2024 | 24,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 680 | 250 000 | 34 961 CHF | 11 278 CHF | 99,24% | 99,24% |
05/07/2024 | 24,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 980 | 250 000 | 34 892 CHF | 11 276 CHF | 99,39% | 99,39% |
04/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 386 | 250 000 | 34 804 CHF | 11 250 CHF | 99,39% | 99,39% |
03/07/2024 | 26,25% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 849 | 250 000 | 33 038 CHF | 10 813 CHF | 98,64% | 98,64% |