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 | 30.25% | 0.03 CHF | 0.04 CHF | 2'359'900 | 2'359'900 | 2'310'750 | 2'310'750 | 65'299 CHF | 88'406 CHF | 99.97% | 99.97% |
12.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'141'500 | 2'141'500 | 2'154'970 | 2'154'970 | 53'880 CHF | 75'430 CHF | 100.00% | 100.00% |
11.07.2024 | 29.50% | 0.03 CHF | 0.04 CHF | 2'086'300 | 2'086'300 | 2'099'150 | 2'099'150 | 60'925 CHF | 81'917 CHF | 100.00% | 100.00% |
10.07.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1'951'300 | 1'951'300 | 1'949'960 | 1'949'960 | 58'449 CHF | 77'949 CHF | 100.00% | 100.00% |
09.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'041'900 | 2'041'900 | 2'017'680 | 2'017'680 | 60'531 CHF | 80'707 CHF | 100.00% | 100.00% |
08.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'112'600 | 2'112'600 | 2'098'350 | 2'098'350 | 62'951 CHF | 83'934 CHF | 100.00% | 100.00% |
05.07.2024 | 28.62% | 0.03 CHF | 0.04 CHF | 2'005'000 | 2'005'000 | 1'977'580 | 1'977'580 | 59'230 CHF | 79'006 CHF | 99.81% | 99.81% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'925'500 | 1'925'500 | 1'916'870 | 1'916'870 | 57'506 CHF | 76'675 CHF | 99.49% | 99.49% |
03.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'975'200 | 1'975'200 | 1'951'420 | 1'951'420 | 58'543 CHF | 78'057 CHF | 100.00% | 100.00% |
02.07.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 2'039'300 | 2'039'300 | 2'039'740 | 2'039'740 | 61'217 CHF | 81'614 CHF | 100.00% | 100.00% |