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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 25.25% | 0.04 CHF | 0.05 CHF | 1'356'500 | 1'356'500 | 1'352'610 | 1'352'610 | 46'896 CHF | 60'422 CHF | 99.44% | 99.44% |
12.07.2024 | 22.39% | 0.04 CHF | 0.05 CHF | 1'296'000 | 1'296'000 | 1'301'230 | 1'301'230 | 51'644 CHF | 64'656 CHF | 100.00% | 100.00% |
11.07.2024 | 24.47% | 0.04 CHF | 0.05 CHF | 1'430'900 | 1'430'900 | 1'440'320 | 1'440'320 | 51'787 CHF | 66'190 CHF | 99.83% | 99.83% |
10.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'508'000 | 1'508'000 | 1'509'840 | 1'509'840 | 52'844 CHF | 67'943 CHF | 100.00% | 100.00% |
09.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'472'600 | 1'472'600 | 1'449'640 | 1'449'640 | 50'732 CHF | 65'229 CHF | 99.74% | 99.74% |
08.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'376'500 | 1'376'500 | 1'370'820 | 1'370'820 | 47'979 CHF | 61'687 CHF | 100.00% | 100.00% |
05.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'430'000 | 1'430'000 | 1'442'420 | 1'442'420 | 50'485 CHF | 64'909 CHF | 99.81% | 99.81% |
04.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'488'600 | 1'488'600 | 1'504'540 | 1'504'540 | 52'659 CHF | 67'705 CHF | 100.00% | 100.00% |
03.07.2024 | 28.16% | 0.04 CHF | 0.05 CHF | 1'588'400 | 1'588'400 | 1'603'070 | 1'603'070 | 49'004 CHF | 65'035 CHF | 100.00% | 100.00% |
02.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'545'200 | 1'545'200 | 1'538'360 | 1'538'360 | 46'151 CHF | 61'535 CHF | 100.00% | 100.00% |