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 | 28.57% | 0.03 CHF | 0.04 CHF | 794'900 | 794'900 | 821'591 | 821'591 | 24'648 CHF | 32'864 CHF | 100.00% | 100.00% |
12.07.2024 | 28.42% | 0.03 CHF | 0.04 CHF | 792'300 | 792'300 | 789'032 | 789'032 | 23'836 CHF | 31'726 CHF | 100.00% | 100.00% |
11.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 813'700 | 813'700 | 834'437 | 834'437 | 25'033 CHF | 33'378 CHF | 100.00% | 100.00% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 856'000 | 856'000 | 838'348 | 838'348 | 25'150 CHF | 33'534 CHF | 100.00% | 100.00% |
09.07.2024 | 28.53% | 0.03 CHF | 0.04 CHF | 793'400 | 793'400 | 781'287 | 781'287 | 23'479 CHF | 31'291 CHF | 100.00% | 100.00% |
08.07.2024 | 27.82% | 0.04 CHF | 0.05 CHF | 721'800 | 721'800 | 718'823 | 718'823 | 22'328 CHF | 29'516 CHF | 100.00% | 100.00% |
05.07.2024 | 23.78% | 0.04 CHF | 0.05 CHF | 691'400 | 691'400 | 667'314 | 667'314 | 24'819 CHF | 31'492 CHF | 99.82% | 99.82% |
04.07.2024 | 24.60% | 0.04 CHF | 0.05 CHF | 657'900 | 657'900 | 656'147 | 656'147 | 23'438 CHF | 29'999 CHF | 99.50% | 99.50% |
03.07.2024 | 22.49% | 0.04 CHF | 0.05 CHF | 730'300 | 730'300 | 727'340 | 727'340 | 28'745 CHF | 36'019 CHF | 99.36% | 99.36% |
02.07.2024 | 27.92% | 0.04 CHF | 0.05 CHF | 755'400 | 755'400 | 756'199 | 756'199 | 23'370 CHF | 30'932 CHF | 100.00% | 100.00% |