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 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'146'220 | 2'146'220 | 85'849 CHF | 107'365 CHF | 100.00% | 100.00% |
12.07.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'051'850 | 2'051'850 | 82'074 CHF | 102'643 CHF | 100.00% | 100.00% |
11.07.2024 | 20.92% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'969'300 | 1'969'300 | 85'532 CHF | 105'374 CHF | 100.00% | 100.00% |
10.07.2024 | 20.31% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'913'180 | 1'913'180 | 86'093 CHF | 105'271 CHF | 100.00% | 100.00% |
09.07.2024 | 20.31% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'949'660 | 1'949'660 | 87'735 CHF | 107'279 CHF | 100.00% | 100.00% |
08.07.2024 | 22.24% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'035'240 | 2'035'240 | 83'298 CHF | 103'702 CHF | 100.00% | 100.00% |
05.07.2024 | 22.32% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'052'270 | 2'052'270 | 83'615 CHF | 104'189 CHF | 99.71% | 99.71% |
04.07.2024 | 22.16% | 0.04 CHF | 0.05 CHF | 2'442'700 | 2'442'700 | 1'948'480 | 1'948'480 | 78'283 CHF | 97'768 CHF | 98.81% | 98.81% |
03.07.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'027'790 | 2'027'790 | 81'112 CHF | 101'440 CHF | 99.36% | 99.36% |
02.07.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'058'880 | 2'058'880 | 82'355 CHF | 102'995 CHF | 100.00% | 100.00% |