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 | 40,00% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 740 | 2 987 740 | 59 755 CHF | 89 632 CHF | 100,00% | 100,00% |
15/07/2024 | 45,17% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 52 004 CHF | 81 880 CHF | 100,00% | 100,00% |
12/07/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 44 814 CHF | 74 691 CHF | 100,00% | 100,00% |
11/07/2024 | 42,52% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 640 | 2 987 640 | 55 967 CHF | 85 844 CHF | 100,00% | 100,00% |
10/07/2024 | 36,81% | 0,02 CHF | 0,03 CHF | 2 622 200 | 2 622 200 | 2 665 920 | 2 665 920 | 59 758 CHF | 86 418 CHF | 100,00% | 100,00% |
09/07/2024 | 35,36% | 0,03 CHF | 0,04 CHF | 2 554 700 | 2 554 700 | 2 530 500 | 2 530 500 | 59 449 CHF | 84 754 CHF | 100,00% | 100,00% |
08/07/2024 | 33,60% | 0,03 CHF | 0,04 CHF | 2 713 800 | 2 713 800 | 2 701 510 | 2 701 510 | 67 009 CHF | 94 024 CHF | 100,00% | 100,00% |
05/07/2024 | 38,81% | 0,03 CHF | 0,04 CHF | 2 844 000 | 2 844 000 | 2 792 680 | 2 792 680 | 58 393 CHF | 86 320 CHF | 99,82% | 99,82% |
04/07/2024 | 37,43% | 0,02 CHF | 0,03 CHF | 2 877 900 | 2 877 900 | 2 875 110 | 2 875 110 | 63 025 CHF | 91 776 CHF | 99,50% | 99,50% |
03/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 757 100 | 2 757 100 | 2 745 660 | 2 745 660 | 54 913 CHF | 82 370 CHF | 99,36% | 99,36% |