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 | 20.00% | 0.05 CHF | 0.06 CHF | 1'333'000 | 1'333'000 | 1'339'870 | 1'339'870 | 60'294 CHF | 73'693 CHF | 100.00% | 100.00% |
12.07.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'444'300 | 1'444'300 | 1'449'600 | 1'449'600 | 65'232 CHF | 79'728 CHF | 100.00% | 100.00% |
11.07.2024 | 21.87% | 0.05 CHF | 0.06 CHF | 1'469'400 | 1'469'400 | 1'476'880 | 1'476'880 | 60'234 CHF | 75'003 CHF | 100.00% | 100.00% |
10.07.2024 | 22.10% | 0.05 CHF | 0.06 CHF | 1'596'800 | 1'596'800 | 1'609'720 | 1'609'720 | 64'991 CHF | 81'089 CHF | 100.00% | 100.00% |
09.07.2024 | 22.51% | 0.04 CHF | 0.05 CHF | 1'228'900 | 1'228'900 | 1'214'340 | 1'214'340 | 47'938 CHF | 60'081 CHF | 100.00% | 100.00% |
08.07.2024 | 16.70% | 0.06 CHF | 0.07 CHF | 1'170'800 | 1'170'800 | 1'159'420 | 1'159'420 | 63'651 CHF | 75'245 CHF | 100.00% | 100.00% |
05.07.2024 | 16.03% | 0.06 CHF | 0.07 CHF | 1'111'000 | 1'111'000 | 1'094'820 | 1'094'820 | 62'954 CHF | 73'903 CHF | 99.82% | 99.82% |
04.07.2024 | 16.40% | 0.06 CHF | 0.07 CHF | 1'170'600 | 1'170'600 | 1'165'750 | 1'165'750 | 65'343 CHF | 77'001 CHF | 99.50% | 99.50% |
03.07.2024 | 16.94% | 0.06 CHF | 0.07 CHF | 1'241'100 | 1'241'100 | 1'251'150 | 1'251'150 | 67'685 CHF | 80'197 CHF | 99.36% | 99.36% |
02.07.2024 | 19.25% | 0.05 CHF | 0.06 CHF | 1'262'200 | 1'262'200 | 1'257'310 | 1'257'310 | 59'188 CHF | 71'761 CHF | 100.00% | 100.00% |