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 | 26,17% | 0,03 CHF | 0,04 CHF | 2 036 200 | 2 036 200 | 963 876 | 963 876 | 31 531 CHF | 41 184 CHF | 99,89% | 99,89% |
15/07/2024 | 25,42% | 0,04 CHF | 0,05 CHF | 1 915 800 | 1 915 800 | 939 917 | 939 917 | 32 795 CHF | 42 208 CHF | 99,06% | 99,06% |
12/07/2024 | 32,15% | 0,04 CHF | 0,05 CHF | 2 298 600 | 2 298 600 | 1 167 070 | 1 167 070 | 33 345 CHF | 45 040 CHF | 100,00% | 100,00% |
11/07/2024 | 23,60% | 0,03 CHF | 0,04 CHF | 1 724 000 | 1 724 000 | 808 296 | 808 296 | 30 144 CHF | 38 283 CHF | 100,00% | 100,00% |
10/07/2024 | 23,68% | 0,04 CHF | 0,05 CHF | 1 728 000 | 1 728 000 | 844 453 | 844 453 | 32 141 CHF | 40 618 CHF | 100,00% | 100,00% |
09/07/2024 | 22,42% | 0,04 CHF | 0,05 CHF | 2 037 700 | 2 037 700 | 967 790 | 967 790 | 37 427 CHF | 47 120 CHF | 98,82% | 98,82% |
08/07/2024 | 33,45% | 0,03 CHF | 0,04 CHF | 2 857 700 | 2 857 700 | 1 390 530 | 1 390 530 | 37 949 CHF | 52 024 CHF | 100,00% | 100,00% |
05/07/2024 | 49,85% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 1 604 660 | 1 604 660 | 25 095 CHF | 41 167 CHF | 98,96% | 98,96% |
04/07/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 229 200 | 1 229 200 | 1 229 200 | 1 229 200 | 18 438 CHF | 30 730 CHF | 99,44% | 99,44% |
03/07/2024 | 50,52% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 1 638 680 | 1 638 680 | 24 580 CHF | 40 994 CHF | 99,64% | 99,64% |