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 | 15.38% | 0.03 CHF | 0.04 CHF | 2'166'700 | 2'166'700 | 2'105'740 | 2'105'740 | 63'172 CHF | 73'701 CHF | 100.00% | 100.00% |
12.07.2024 | 15.03% | 0.03 CHF | 0.04 CHF | 2'088'600 | 2'088'600 | 1'923'980 | 1'923'980 | 59'384 CHF | 69'004 CHF | 100.00% | 100.00% |
11.07.2024 | 13.29% | 0.04 CHF | 0.04 CHF | 1'873'600 | 1'873'600 | 1'891'570 | 1'891'570 | 66'446 CHF | 75'904 CHF | 71.56% | 71.56% |
10.07.2024 | 13.33% | 0.04 CHF | 0.04 CHF | 1'900'800 | 1'900'800 | 1'864'780 | 1'864'780 | 65'267 CHF | 74'591 CHF | 99.38% | 99.38% |
09.07.2024 | 12.26% | 0.04 CHF | 0.04 CHF | 1'854'000 | 1'854'000 | 1'808'830 | 1'808'830 | 69'577 CHF | 78'631 CHF | 100.00% | 100.00% |
08.07.2024 | 12.47% | 0.04 CHF | 0.05 CHF | 1'797'500 | 1'797'500 | 1'742'940 | 1'742'940 | 65'854 CHF | 74'569 CHF | 100.00% | 100.00% |
05.07.2024 | 11.73% | 0.04 CHF | 0.05 CHF | 1'729'700 | 1'729'700 | 1'729'700 | 1'729'700 | 69'421 CHF | 78'069 CHF | 100.00% | 100.00% |
04.07.2024 | 11.76% | 0.04 CHF | 0.05 CHF | 1'729'700 | 1'729'700 | 1'659'700 | 1'659'700 | 66'388 CHF | 74'687 CHF | 100.00% | 100.00% |
03.07.2024 | 11.28% | 0.05 CHF | 0.05 CHF | 1'637'700 | 1'637'700 | 1'774'940 | 1'774'940 | 74'343 CHF | 83'218 CHF | 100.00% | 100.00% |
02.07.2024 | 12.90% | 0.04 CHF | 0.05 CHF | 1'811'100 | 1'811'100 | 1'884'110 | 1'884'110 | 68'472 CHF | 77'893 CHF | 99.97% | 99.97% |