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 | 17,43% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 956 860 | 481 345 | 50 127 CHF | 30 056 CHF | 98,85% | 98,85% |
16/07/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 45 000 CHF | 13 750 CHF | 99,39% | 99,39% |
15/07/2024 | 21,23% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 42 228 CHF | 13 057 CHF | 99,39% | 99,39% |
12/07/2024 | 21,88% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 760 CHF | 12 690 CHF | 99,07% | 99,07% |
11/07/2024 | 22,13% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 922 | 250 000 | 39 615 CHF | 12 550 CHF | 97,76% | 97,76% |
10/07/2024 | 22,20% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 138 | 250 000 | 39 766 CHF | 12 510 CHF | 95,44% | 95,44% |
09/07/2024 | 22,18% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 346 | 250 000 | 39 842 CHF | 12 527 CHF | 99,06% | 99,06% |
08/07/2024 | 20,67% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 956 | 250 000 | 43 226 CHF | 13 375 CHF | 99,23% | 99,23% |
05/07/2024 | 21,04% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 581 | 250 000 | 42 371 CHF | 13 167 CHF | 99,39% | 99,39% |
04/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 791 | 250 000 | 39 712 CHF | 12 500 CHF | 99,39% | 99,39% |