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 | 19.73% | 0.05 CHF | 0.06 CHF | 1'400'300 | 1'400'300 | 613'225 | 613'225 | 28'720 CHF | 34'922 CHF | 100.00% | 100.00% |
12.07.2024 | 14.65% | 0.06 CHF | 0.07 CHF | 1'257'700 | 1'257'700 | 545'859 | 545'859 | 34'850 CHF | 40'319 CHF | 100.00% | 100.00% |
11.07.2024 | 15.44% | 0.07 CHF | 0.08 CHF | 1'319'500 | 1'319'500 | 590'199 | 590'199 | 36'621 CHF | 42'534 CHF | 100.00% | 100.00% |
10.07.2024 | 16.87% | 0.06 CHF | 0.07 CHF | 1'464'500 | 1'464'500 | 641'693 | 641'693 | 35'930 CHF | 42'359 CHF | 100.00% | 100.00% |
09.07.2024 | 22.52% | 0.05 CHF | 0.06 CHF | 1'913'200 | 1'913'200 | 897'567 | 897'567 | 36'109 CHF | 45'102 CHF | 100.00% | 100.00% |
08.07.2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1'946'100 | 1'946'100 | 870'954 | 870'954 | 33'050 CHF | 41'776 CHF | 100.00% | 100.00% |
05.07.2024 | 22.79% | 0.04 CHF | 0.05 CHF | 1'872'500 | 1'872'500 | 837'431 | 837'431 | 32'728 CHF | 41'118 CHF | 100.00% | 100.00% |
04.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 729'300 | 729'300 | 583'922 | 583'922 | 23'357 CHF | 29'196 CHF | 100.00% | 100.00% |
03.07.2024 | 22.63% | 0.04 CHF | 0.05 CHF | 2'016'100 | 2'016'100 | 918'966 | 918'966 | 36'759 CHF | 45'978 CHF | 99.80% | 99.80% |
02.07.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 2'172'400 | 2'172'400 | 972'314 | 972'314 | 34'031 CHF | 43'772 CHF | 100.00% | 100.00% |