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 | 24.26% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 108'590 CHF | 138'466 CHF | 100.00% | 100.00% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'901'900 | 2'901'900 | 2'928'440 | 2'928'440 | 117'138 CHF | 146'422 CHF | 100.00% | 100.00% |
11.07.2024 | 20.26% | 0.04 CHF | 0.05 CHF | 2'732'700 | 2'732'700 | 2'721'420 | 2'721'420 | 120'840 CHF | 148'054 CHF | 99.83% | 99.83% |
10.07.2024 | 19.42% | 0.05 CHF | 0.06 CHF | 2'412'800 | 2'412'800 | 2'447'540 | 2'447'540 | 114'131 CHF | 138'607 CHF | 100.00% | 100.00% |
09.07.2024 | 18.25% | 0.05 CHF | 0.06 CHF | 2'676'100 | 2'676'100 | 2'653'720 | 2'653'720 | 132'192 CHF | 158'730 CHF | 99.73% | 99.73% |
08.07.2024 | 19.95% | 0.05 CHF | 0.06 CHF | 2'655'800 | 2'655'800 | 2'647'000 | 2'647'000 | 119'466 CHF | 145'936 CHF | 100.00% | 100.00% |
05.07.2024 | 19.99% | 0.05 CHF | 0.06 CHF | 2'608'700 | 2'608'700 | 2'597'920 | 2'597'920 | 116'946 CHF | 142'925 CHF | 99.80% | 99.80% |
04.07.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 2'526'600 | 2'526'600 | 2'621'720 | 2'621'720 | 131'051 CHF | 157'269 CHF | 100.00% | 100.00% |
03.07.2024 | 18.74% | 0.05 CHF | 0.06 CHF | 2'510'600 | 2'510'600 | 2'468'660 | 2'468'660 | 119'770 CHF | 144'456 CHF | 100.00% | 100.00% |
02.07.2024 | 17.79% | 0.05 CHF | 0.06 CHF | 2'715'100 | 2'715'100 | 2'706'430 | 2'706'430 | 138'758 CHF | 165'823 CHF | 99.42% | 99.42% |