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 | 22,31% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 935 510 | 2 935 510 | 58 543 CHF | 73 225 CHF | 100,00% | 100,00% |
15/07/2024 | 22,19% | 0,02 CHF | 0,03 CHF | 2 916 400 | 2 916 400 | 2 908 480 | 2 908 480 | 58 294 CHF | 72 837 CHF | 100,00% | 100,00% |
12/07/2024 | 22,22% | 0,02 CHF | 0,03 CHF | 2 906 200 | 2 906 200 | 2 667 730 | 2 667 730 | 53 355 CHF | 66 693 CHF | 100,00% | 100,00% |
11/07/2024 | 22,18% | 0,02 CHF | 0,03 CHF | 2 595 200 | 2 595 200 | 2 712 670 | 2 712 670 | 54 401 CHF | 67 965 CHF | 71,56% | 71,56% |
10/07/2024 | 22,22% | 0,02 CHF | 0,03 CHF | 2 772 600 | 2 772 600 | 2 785 090 | 2 785 090 | 55 702 CHF | 69 627 CHF | 99,38% | 99,38% |
09/07/2024 | 22,22% | 0,02 CHF | 0,03 CHF | 2 788 800 | 2 788 800 | 2 607 080 | 2 607 080 | 52 142 CHF | 65 177 CHF | 100,00% | 100,00% |
08/07/2024 | 19,41% | 0,02 CHF | 0,03 CHF | 2 550 400 | 2 550 400 | 2 342 330 | 2 342 330 | 54 821 CHF | 66 532 CHF | 100,00% | 100,00% |
05/07/2024 | 18,66% | 0,03 CHF | 0,03 CHF | 2 275 700 | 2 275 700 | 2 404 710 | 2 404 710 | 58 662 CHF | 70 685 CHF | 100,00% | 100,00% |
04/07/2024 | 18,66% | 0,02 CHF | 0,03 CHF | 2 444 300 | 2 444 300 | 2 583 840 | 2 583 840 | 63 074 CHF | 75 993 CHF | 100,00% | 100,00% |
03/07/2024 | 21,61% | 0,02 CHF | 0,03 CHF | 2 627 500 | 2 627 500 | 2 727 230 | 2 727 230 | 56 532 CHF | 70 168 CHF | 100,00% | 100,00% |