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 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'850 | 1'460'920 | 58'437 CHF | 43'828 CHF | 100.00% | 100.00% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'920 | 1'460'960 | 58'438 CHF | 43'829 CHF | 100.00% | 100.00% |
11.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'860 | 1'460'930 | 58'437 CHF | 43'828 CHF | 100.00% | 100.00% |
10.07.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'690 | 1'460'840 | 58'570 CHF | 43'893 CHF | 99.83% | 99.83% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'820 | 1'460'910 | 58'436 CHF | 43'827 CHF | 100.00% | 100.00% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'924'920 | 1'462'460 | 58'498 CHF | 43'874 CHF | 99.68% | 99.68% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'530 | 1'460'770 | 58'431 CHF | 43'823 CHF | 99.64% | 99.64% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'830 | 1'460'910 | 58'437 CHF | 43'827 CHF | 100.00% | 100.00% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'830 | 1'460'910 | 58'437 CHF | 43'827 CHF | 100.00% | 100.00% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'820 | 1'460'910 | 58'436 CHF | 43'827 CHF | 100.00% | 100.00% |