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 | 19,63% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 294 102 | 46 020 CHF | 16 592 CHF | 99,80% | 99,80% |
15/07/2024 | 18,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 497 419 | 49 946 CHF | 29 827 CHF | 99,81% | 99,81% |
12/07/2024 | 19,64% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 295 611 | 45 987 CHF | 16 725 CHF | 99,77% | 99,77% |
11/07/2024 | 23,50% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 980 CHF | 11 995 CHF | 100,00% | 100,00% |
10/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 000 CHF | 11 250 CHF | 94,51% | 94,51% |
09/07/2024 | 23,64% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 441 CHF | 11 860 CHF | 99,48% | 99,48% |
08/07/2024 | 22,26% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 928 CHF | 12 482 CHF | 99,81% | 99,81% |
05/07/2024 | 20,13% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 44 705 CHF | 13 676 CHF | 99,81% | 99,81% |
04/07/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 45 000 CHF | 13 750 CHF | 99,81% | 99,81% |
03/07/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 251 155 | 45 000 CHF | 13 814 CHF | 99,14% | 99,14% |