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 | 39.17% | 0.02 CHF | 0.03 CHF | 1'790'600 | 1'790'600 | 987'294 | 987'294 | 20'626 CHF | 30'517 CHF | 100.00% | 100.00% |
12.07.2024 | 40.58% | 0.02 CHF | 0.03 CHF | 1'940'200 | 1'940'200 | 1'075'380 | 1'075'380 | 21'508 CHF | 32'301 CHF | 99.94% | 99.94% |
11.07.2024 | 41.01% | 0.02 CHF | 0.03 CHF | 2'088'800 | 2'088'800 | 1'143'220 | 1'143'220 | 22'864 CHF | 34'422 CHF | 99.43% | 99.43% |
10.07.2024 | 45.55% | 0.02 CHF | 0.03 CHF | 2'434'400 | 2'434'400 | 1'322'320 | 1'322'320 | 23'955 CHF | 37'204 CHF | 99.84% | 99.84% |
09.07.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 2'466'300 | 2'466'300 | 1'361'240 | 1'361'240 | 20'419 CHF | 34'057 CHF | 99.66% | 99.66% |
08.07.2024 | 50.67% | 0.02 CHF | 0.03 CHF | 2'427'200 | 2'427'200 | 1'335'770 | 1'335'770 | 20'037 CHF | 33'444 CHF | 100.00% | 100.00% |
05.07.2024 | 49.27% | 0.02 CHF | 0.03 CHF | 2'501'900 | 2'501'900 | 1'375'410 | 1'375'410 | 22'179 CHF | 35'978 CHF | 99.53% | 99.53% |
04.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'251'000 | 1'251'000 | 1'116'570 | 1'116'570 | 16'749 CHF | 27'914 CHF | 98.93% | 98.93% |
03.07.2024 | 50.53% | 0.02 CHF | 0.03 CHF | 2'893'600 | 2'893'600 | 1'565'570 | 1'565'570 | 23'484 CHF | 39'170 CHF | 98.22% | 98.22% |
02.07.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 2'933'400 | 2'933'400 | 1'608'610 | 1'608'610 | 24'129 CHF | 40'246 CHF | 100.00% | 100.00% |