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 | 1 806 300 | 1 806 300 | 1 797 370 | 1 797 370 | 35 947 CHF | 53 921 CHF | 100,00% | 100,00% |
15/07/2024 | 39,86% | 0,02 CHF | 0,03 CHF | 1 661 600 | 1 661 600 | 1 664 460 | 1 664 460 | 33 460 CHF | 50 105 CHF | 100,00% | 100,00% |
12/07/2024 | 34,05% | 0,03 CHF | 0,04 CHF | 1 620 700 | 1 620 700 | 1 614 020 | 1 614 020 | 39 476 CHF | 55 616 CHF | 100,00% | 100,00% |
11/07/2024 | 38,21% | 0,03 CHF | 0,04 CHF | 1 604 000 | 1 604 000 | 1 609 180 | 1 609 180 | 34 331 CHF | 50 423 CHF | 100,00% | 100,00% |
10/07/2024 | 33,40% | 0,03 CHF | 0,04 CHF | 1 617 800 | 1 617 800 | 1 611 370 | 1 611 370 | 40 202 CHF | 56 316 CHF | 100,00% | 100,00% |
09/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 378 900 | 1 378 900 | 1 372 200 | 1 372 200 | 34 305 CHF | 48 027 CHF | 100,00% | 100,00% |
08/07/2024 | 29,76% | 0,03 CHF | 0,04 CHF | 1 207 800 | 1 207 800 | 1 202 820 | 1 202 820 | 34 606 CHF | 46 634 CHF | 100,00% | 100,00% |
05/07/2024 | 28,65% | 0,03 CHF | 0,04 CHF | 1 483 500 | 1 483 500 | 1 500 190 | 1 500 190 | 44 887 CHF | 59 889 CHF | 99,23% | 99,23% |
04/07/2024 | 34,17% | 0,03 CHF | 0,04 CHF | 2 481 900 | 2 481 900 | 2 505 700 | 2 505 700 | 61 046 CHF | 86 103 CHF | 99,49% | 99,49% |
03/07/2024 | 51,24% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 550 | 2 987 550 | 43 701 CHF | 73 576 CHF | 99,35% | 99,35% |