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 | 50.00% | 0.02 CHF | 0.03 CHF | 2'461'900 | 2'461'900 | 2'512'580 | 2'512'580 | 37'689 CHF | 62'814 CHF | 100.00% | 100.00% |
12.07.2024 | 49.89% | 0.02 CHF | 0.03 CHF | 2'521'600 | 2'521'600 | 2'549'860 | 2'549'860 | 38'387 CHF | 63'885 CHF | 100.00% | 100.00% |
11.07.2024 | 45.99% | 0.02 CHF | 0.03 CHF | 2'340'500 | 2'340'500 | 2'339'970 | 2'339'970 | 39'797 CHF | 63'196 CHF | 99.83% | 99.83% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'297'000 | 2'297'000 | 2'263'400 | 2'263'400 | 45'268 CHF | 67'902 CHF | 100.00% | 100.00% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'187'600 | 2'187'600 | 2'134'390 | 2'134'390 | 42'688 CHF | 64'032 CHF | 99.74% | 99.74% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'156'400 | 2'156'400 | 2'147'510 | 2'147'510 | 42'950 CHF | 64'425 CHF | 100.00% | 100.00% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'196'300 | 2'196'300 | 2'187'390 | 2'187'390 | 43'748 CHF | 65'622 CHF | 99.81% | 99.81% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'265'900 | 2'265'900 | 2'297'490 | 2'297'490 | 45'950 CHF | 68'925 CHF | 100.00% | 100.00% |
03.07.2024 | 41.95% | 0.02 CHF | 0.03 CHF | 2'469'200 | 2'469'200 | 2'526'930 | 2'526'930 | 48'063 CHF | 73'332 CHF | 100.00% | 100.00% |
02.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2'605'300 | 2'605'300 | 2'594'550 | 2'594'550 | 38'918 CHF | 64'864 CHF | 100.00% | 100.00% |