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 | 18,07% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 981 611 | 493 416 | 49 417 CHF | 29 777 CHF | 98,80% | 98,80% |
16/07/2024 | 19,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 282 | 254 946 | 44 769 CHF | 14 057 CHF | 99,39% | 99,39% |
15/07/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 266 | 250 000 | 44 697 CHF | 13 750 CHF | 99,39% | 99,39% |
12/07/2024 | 19,50% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 985 509 | 316 169 | 45 671 CHF | 18 044 CHF | 99,07% | 99,07% |
11/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 987 221 | 495 741 | 49 361 CHF | 29 745 CHF | 98,04% | 98,04% |
10/07/2024 | 18,29% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 754 | 479 896 | 49 385 CHF | 28 721 CHF | 95,45% | 95,45% |
09/07/2024 | 18,34% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 972 785 | 407 468 | 48 341 CHF | 24 733 CHF | 99,04% | 99,04% |
08/07/2024 | 18,05% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 989 281 | 496 427 | 49 874 CHF | 29 996 CHF | 99,23% | 99,23% |
05/07/2024 | 19,58% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 993 834 | 296 060 | 45 916 CHF | 16 870 CHF | 99,39% | 99,39% |
04/07/2024 | 20,82% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 225 | 250 000 | 42 902 CHF | 13 291 CHF | 99,39% | 99,39% |