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 | 18.47% | 0.05 CHF | 0.06 CHF | 973'300 | 973'300 | 536'691 | 536'691 | 26'835 CHF | 32'212 CHF | 100.00% | 100.00% |
12.07.2024 | 20.10% | 0.05 CHF | 0.06 CHF | 1'034'300 | 1'034'300 | 573'267 | 573'267 | 26'576 CHF | 32'330 CHF | 99.94% | 99.94% |
11.07.2024 | 20.50% | 0.05 CHF | 0.06 CHF | 1'093'700 | 1'093'700 | 598'602 | 598'602 | 27'108 CHF | 33'160 CHF | 99.43% | 99.43% |
10.07.2024 | 21.80% | 0.05 CHF | 0.06 CHF | 1'252'200 | 1'252'200 | 680'162 | 680'162 | 28'851 CHF | 35'666 CHF | 99.84% | 99.84% |
09.07.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 1'264'500 | 1'264'500 | 697'932 | 697'932 | 27'917 CHF | 34'910 CHF | 99.66% | 99.66% |
08.07.2024 | 22.65% | 0.04 CHF | 0.05 CHF | 1'249'400 | 1'249'400 | 687'598 | 687'598 | 27'504 CHF | 34'406 CHF | 100.00% | 100.00% |
05.07.2024 | 22.49% | 0.05 CHF | 0.06 CHF | 1'278'200 | 1'278'200 | 702'646 | 702'646 | 28'462 CHF | 35'511 CHF | 99.53% | 99.53% |
04.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 639'100 | 639'100 | 570'434 | 570'434 | 22'817 CHF | 28'522 CHF | 98.93% | 98.93% |
03.07.2024 | 24.80% | 0.04 CHF | 0.05 CHF | 1'428'300 | 1'428'300 | 772'814 | 772'814 | 28'507 CHF | 36'250 CHF | 98.22% | 98.22% |
02.07.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 1'443'000 | 1'443'000 | 791'298 | 791'298 | 27'695 CHF | 35'623 CHF | 100.00% | 100.00% |