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 | 31.14% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 81'588 CHF | 111'465 CHF | 99.97% | 99.97% |
12.07.2024 | 29.46% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 86'816 CHF | 116'693 CHF | 100.00% | 100.00% |
11.07.2024 | 33.08% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 75'504 CHF | 105'380 CHF | 100.00% | 100.00% |
10.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 74'691 CHF | 104'568 CHF | 100.00% | 100.00% |
09.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 74'691 CHF | 104'567 CHF | 100.00% | 100.00% |
08.07.2024 | 31.68% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 79'897 CHF | 109'773 CHF | 100.00% | 100.00% |
05.07.2024 | 30.98% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'610 | 2'987'610 | 82'048 CHF | 111'924 CHF | 99.82% | 99.82% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'580 | 2'987'580 | 74'689 CHF | 104'565 CHF | 99.50% | 99.50% |
03.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 74'691 CHF | 104'567 CHF | 100.00% | 100.00% |
02.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 74'691 CHF | 104'567 CHF | 100.00% | 100.00% |