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 | 25.00% | 0.04 CHF | 0.05 CHF | 2'156'200 | 2'156'200 | 2'156'200 | 2'156'200 | 75'467 CHF | 97'029 CHF | 100.00% | 100.00% |
12.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'073'100 | 2'073'100 | 2'073'100 | 2'073'100 | 72'559 CHF | 93'290 CHF | 100.00% | 100.00% |
11.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'030'900 | 2'030'900 | 2'030'890 | 2'030'890 | 71'081 CHF | 91'390 CHF | 99.83% | 99.83% |
10.07.2024 | 24.62% | 0.04 CHF | 0.05 CHF | 1'975'900 | 1'975'900 | 1'976'310 | 1'976'310 | 70'511 CHF | 90'274 CHF | 100.00% | 100.00% |
09.07.2024 | 24.39% | 0.04 CHF | 0.05 CHF | 2'059'300 | 2'059'300 | 2'023'740 | 2'023'740 | 73'060 CHF | 93'297 CHF | 99.74% | 99.74% |
08.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'107'300 | 2'107'300 | 2'106'570 | 2'106'570 | 73'730 CHF | 94'796 CHF | 100.00% | 100.00% |
05.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'162'200 | 2'162'200 | 2'142'710 | 2'142'710 | 74'995 CHF | 96'422 CHF | 99.81% | 99.81% |
04.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'992'500 | 1'992'500 | 2'018'850 | 2'018'850 | 70'660 CHF | 90'848 CHF | 100.00% | 100.00% |
03.07.2024 | 24.62% | 0.04 CHF | 0.05 CHF | 1'972'300 | 1'972'300 | 1'972'300 | 1'972'300 | 70'369 CHF | 90'092 CHF | 100.00% | 100.00% |
02.07.2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1'956'100 | 1'956'100 | 1'990'370 | 1'990'370 | 79'532 CHF | 99'436 CHF | 100.00% | 100.00% |