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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 38.95% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 40'889 CHF | 60'004 CHF | 99.10% | 99.10% |
12.07.2024 | 33.59% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 43'018 CHF | 59'990 CHF | 95.40% | 95.40% |
11.07.2024 | 29.59% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'972'470 | 2'972'470 | 44'552 CHF | 59'485 CHF | 98.69% | 99.68% |
10.07.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
09.07.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
08.07.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
05.07.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 99.82% | 99.82% |
04.07.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 99.94% | 99.94% |
03.07.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
02.07.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |