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 | 39.86% | 0.02 CHF | 0.03 CHF | 1'661'600 | 1'661'600 | 1'664'460 | 1'664'460 | 33'460 CHF | 50'105 CHF | 100.00% | 100.00% |
12.07.2024 | 34.05% | 0.03 CHF | 0.04 CHF | 1'620'700 | 1'620'700 | 1'614'020 | 1'614'020 | 39'476 CHF | 55'616 CHF | 100.00% | 100.00% |
11.07.2024 | 38.21% | 0.03 CHF | 0.04 CHF | 1'604'000 | 1'604'000 | 1'609'180 | 1'609'180 | 34'331 CHF | 50'423 CHF | 100.00% | 100.00% |
10.07.2024 | 33.40% | 0.03 CHF | 0.04 CHF | 1'617'800 | 1'617'800 | 1'611'370 | 1'611'370 | 40'202 CHF | 56'316 CHF | 100.00% | 100.00% |
09.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'378'900 | 1'378'900 | 1'372'200 | 1'372'200 | 34'305 CHF | 48'027 CHF | 100.00% | 100.00% |
08.07.2024 | 29.76% | 0.03 CHF | 0.04 CHF | 1'207'800 | 1'207'800 | 1'202'820 | 1'202'820 | 34'606 CHF | 46'634 CHF | 100.00% | 100.00% |
05.07.2024 | 28.65% | 0.03 CHF | 0.04 CHF | 1'483'500 | 1'483'500 | 1'500'190 | 1'500'190 | 44'887 CHF | 59'889 CHF | 99.23% | 99.23% |
04.07.2024 | 34.17% | 0.03 CHF | 0.04 CHF | 2'481'900 | 2'481'900 | 2'505'700 | 2'505'700 | 61'046 CHF | 86'103 CHF | 99.49% | 99.49% |
03.07.2024 | 51.24% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'550 | 2'987'550 | 43'701 CHF | 73'576 CHF | 99.35% | 99.35% |
02.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 29'876 CHF | 59'753 CHF | 100.00% | 100.00% |