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 | 18.55% | 0.05 CHF | 0.06 CHF | 1'691'600 | 1'691'600 | 1'693'590 | 1'693'590 | 82'956 CHF | 99'892 CHF | 100.00% | 100.00% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'474'100 | 1'474'100 | 1'474'100 | 1'474'100 | 58'980 CHF | 73'721 CHF | 100.00% | 100.00% |
11.07.2024 | 21.32% | 0.04 CHF | 0.05 CHF | 1'286'600 | 1'286'600 | 1'294'010 | 1'294'010 | 54'406 CHF | 67'346 CHF | 99.82% | 99.82% |
10.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'216'800 | 1'216'800 | 1'216'800 | 1'216'800 | 60'840 CHF | 73'008 CHF | 100.00% | 100.00% |
09.07.2024 | 18.76% | 0.05 CHF | 0.06 CHF | 1'228'900 | 1'228'900 | 1'227'540 | 1'227'540 | 59'554 CHF | 71'843 CHF | 99.73% | 99.73% |
08.07.2024 | 18.43% | 0.05 CHF | 0.06 CHF | 1'353'500 | 1'353'500 | 1'353'500 | 1'353'500 | 66'734 CHF | 80'269 CHF | 100.00% | 100.00% |
05.07.2024 | 19.99% | 0.05 CHF | 0.06 CHF | 1'419'000 | 1'419'000 | 1'391'370 | 1'391'370 | 62'703 CHF | 76'617 CHF | 99.81% | 99.81% |
04.07.2024 | 20.31% | 0.05 CHF | 0.06 CHF | 1'451'100 | 1'451'100 | 1'437'380 | 1'437'380 | 63'714 CHF | 78'088 CHF | 100.00% | 100.00% |
03.07.2024 | 20.83% | 0.05 CHF | 0.06 CHF | 1'469'800 | 1'469'800 | 1'439'120 | 1'439'120 | 62'076 CHF | 76'467 CHF | 100.00% | 100.00% |
02.07.2024 | 20.23% | 0.05 CHF | 0.06 CHF | 1'379'100 | 1'379'100 | 1'390'300 | 1'390'300 | 61'845 CHF | 75'748 CHF | 100.00% | 100.00% |