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 | 22.22% | 0.04 CHF | 0.05 CHF | 1'819'100 | 1'819'100 | 1'819'100 | 1'819'100 | 72'764 CHF | 90'955 CHF | 100.00% | 100.00% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'875'700 | 1'875'700 | 1'875'700 | 1'875'700 | 75'028 CHF | 93'785 CHF | 100.00% | 100.00% |
11.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'817'800 | 1'817'800 | 1'817'800 | 1'817'800 | 72'712 CHF | 90'890 CHF | 99.83% | 99.83% |
10.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'876'900 | 1'876'900 | 1'879'500 | 1'879'500 | 75'180 CHF | 93'975 CHF | 100.00% | 100.00% |
09.07.2024 | 21.10% | 0.04 CHF | 0.05 CHF | 1'712'200 | 1'712'200 | 1'712'200 | 1'712'200 | 72'800 CHF | 89'922 CHF | 99.73% | 99.73% |
08.07.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'687'500 | 1'687'500 | 1'687'500 | 1'687'500 | 75'938 CHF | 92'813 CHF | 100.00% | 100.00% |
05.07.2024 | 19.96% | 0.05 CHF | 0.06 CHF | 1'693'600 | 1'693'600 | 1'636'020 | 1'636'020 | 73'777 CHF | 90'137 CHF | 99.81% | 99.81% |
04.07.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'702'600 | 1'702'600 | 1'702'600 | 1'702'600 | 76'617 CHF | 93'643 CHF | 100.00% | 100.00% |
03.07.2024 | 20.25% | 0.05 CHF | 0.06 CHF | 1'850'900 | 1'850'900 | 1'850'900 | 1'850'900 | 82'242 CHF | 100'751 CHF | 100.00% | 100.00% |
02.07.2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1'860'300 | 1'860'300 | 1'929'050 | 1'929'050 | 76'970 CHF | 96'260 CHF | 100.00% | 100.00% |