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 | 13.62% | 0.04 CHF | 0.04 CHF | 888'800 | 888'800 | 963'113 | 963'113 | 33'019 CHF | 37'835 CHF | 100.00% | 100.00% |
12.07.2024 | 15.16% | 0.03 CHF | 0.04 CHF | 984'000 | 984'000 | 1'216'310 | 1'216'310 | 37'177 CHF | 43'259 CHF | 100.00% | 100.00% |
11.07.2024 | 16.73% | 0.03 CHF | 0.03 CHF | 1'287'400 | 1'287'400 | 1'250'140 | 1'250'140 | 34'453 CHF | 40'704 CHF | 71.56% | 71.56% |
10.07.2024 | 16.29% | 0.03 CHF | 0.04 CHF | 1'231'000 | 1'231'000 | 1'300'740 | 1'300'740 | 36'956 CHF | 43'459 CHF | 99.38% | 99.38% |
09.07.2024 | 18.37% | 0.03 CHF | 0.04 CHF | 1'321'600 | 1'321'600 | 1'411'790 | 1'411'790 | 35'065 CHF | 42'132 CHF | 100.00% | 100.00% |
08.07.2024 | 19.08% | 0.02 CHF | 0.03 CHF | 1'441'800 | 1'441'800 | 1'571'910 | 1'571'910 | 37'656 CHF | 45'516 CHF | 100.00% | 100.00% |
05.07.2024 | 22.09% | 0.02 CHF | 0.03 CHF | 1'613'500 | 1'613'500 | 1'604'200 | 1'604'200 | 32'340 CHF | 40'361 CHF | 100.00% | 100.00% |
04.07.2024 | 22.03% | 0.02 CHF | 0.03 CHF | 1'601'300 | 1'601'300 | 1'795'320 | 1'795'320 | 36'350 CHF | 45'327 CHF | 100.00% | 100.00% |
03.07.2024 | 22.57% | 0.02 CHF | 0.03 CHF | 1'856'300 | 1'856'300 | 1'388'920 | 1'388'920 | 27'279 CHF | 34'224 CHF | 100.00% | 100.00% |
02.07.2024 | 15.88% | 0.03 CHF | 0.03 CHF | 1'265'800 | 1'265'800 | 1'112'440 | 1'112'440 | 32'435 CHF | 37'998 CHF | 99.95% | 99.95% |