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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 740 | 2 987 740 | 119 510 CHF | 149 387 CHF | 100,00% | 100,00% |
15/07/2024 | 24,26% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 650 | 2 987 650 | 108 590 CHF | 138 466 CHF | 100,00% | 100,00% |
12/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 2 901 900 | 2 901 900 | 2 928 440 | 2 928 440 | 117 138 CHF | 146 422 CHF | 100,00% | 100,00% |
11/07/2024 | 20,26% | 0,04 CHF | 0,05 CHF | 2 732 700 | 2 732 700 | 2 721 420 | 2 721 420 | 120 840 CHF | 148 054 CHF | 99,83% | 99,83% |
10/07/2024 | 19,42% | 0,05 CHF | 0,06 CHF | 2 412 800 | 2 412 800 | 2 447 540 | 2 447 540 | 114 131 CHF | 138 607 CHF | 100,00% | 100,00% |
09/07/2024 | 18,25% | 0,05 CHF | 0,06 CHF | 2 676 100 | 2 676 100 | 2 653 720 | 2 653 720 | 132 192 CHF | 158 730 CHF | 99,73% | 99,73% |
08/07/2024 | 19,95% | 0,05 CHF | 0,06 CHF | 2 655 800 | 2 655 800 | 2 647 000 | 2 647 000 | 119 466 CHF | 145 936 CHF | 100,00% | 100,00% |
05/07/2024 | 19,99% | 0,05 CHF | 0,06 CHF | 2 608 700 | 2 608 700 | 2 597 920 | 2 597 920 | 116 946 CHF | 142 925 CHF | 99,80% | 99,80% |
04/07/2024 | 18,19% | 0,05 CHF | 0,06 CHF | 2 526 600 | 2 526 600 | 2 621 720 | 2 621 720 | 131 051 CHF | 157 269 CHF | 100,00% | 100,00% |
03/07/2024 | 18,74% | 0,05 CHF | 0,06 CHF | 2 510 600 | 2 510 600 | 2 468 660 | 2 468 660 | 119 770 CHF | 144 456 CHF | 100,00% | 100,00% |