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 | 28.55% | 0.03 CHF | 0.04 CHF | 2'000'300 | 2'000'300 | 1'992'070 | 1'992'070 | 59'847 CHF | 79'768 CHF | 100.00% | 100.00% |
12.07.2024 | 25.19% | 0.03 CHF | 0.04 CHF | 1'581'400 | 1'581'400 | 1'603'090 | 1'603'090 | 55'678 CHF | 71'709 CHF | 100.00% | 100.00% |
11.07.2024 | 20.69% | 0.04 CHF | 0.05 CHF | 1'358'000 | 1'358'000 | 1'352'400 | 1'352'400 | 58'740 CHF | 72'264 CHF | 99.83% | 99.83% |
10.07.2024 | 18.47% | 0.05 CHF | 0.06 CHF | 1'071'900 | 1'071'900 | 1'087'330 | 1'087'330 | 53'606 CHF | 64'480 CHF | 100.00% | 100.00% |
09.07.2024 | 17.63% | 0.06 CHF | 0.07 CHF | 1'245'100 | 1'245'100 | 1'234'690 | 1'234'690 | 64'004 CHF | 76'350 CHF | 99.74% | 99.74% |
08.07.2024 | 18.82% | 0.05 CHF | 0.06 CHF | 1'269'600 | 1'269'600 | 1'265'400 | 1'265'400 | 61'043 CHF | 73'697 CHF | 100.00% | 100.00% |
05.07.2024 | 19.47% | 0.05 CHF | 0.06 CHF | 1'229'100 | 1'229'100 | 1'224'020 | 1'224'020 | 56'883 CHF | 69'124 CHF | 99.81% | 99.81% |
04.07.2024 | 17.17% | 0.05 CHF | 0.06 CHF | 1'159'500 | 1'159'500 | 1'203'160 | 1'203'160 | 64'184 CHF | 76'215 CHF | 100.00% | 100.00% |
03.07.2024 | 17.27% | 0.05 CHF | 0.06 CHF | 1'106'000 | 1'106'000 | 1'087'520 | 1'087'520 | 57'692 CHF | 68'567 CHF | 100.00% | 100.00% |
02.07.2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1'268'200 | 1'268'200 | 1'264'150 | 1'264'150 | 75'906 CHF | 88'548 CHF | 99.42% | 99.42% |