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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'882'200 | 2'882'200 | 2'905'840 | 2'905'840 | 72'646 CHF | 101'704 CHF | 100.00% | 100.00% |
11.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'979'200 | 2'979'200 | 2'990'880 | 2'990'880 | 74'772 CHF | 104'681 CHF | 99.83% | 99.83% |
10.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 105'000 CHF | 100.00% | 100.00% |
09.07.2024 | 33.39% | 0.03 CHF | 0.04 CHF | 2'990'500 | 2'990'500 | 2'956'380 | 2'956'380 | 73'910 CHF | 103'506 CHF | 99.74% | 99.74% |
08.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'911'900 | 2'911'900 | 2'898'280 | 2'898'280 | 72'457 CHF | 101'440 CHF | 100.00% | 100.00% |
05.07.2024 | 30.25% | 0.03 CHF | 0.04 CHF | 2'821'300 | 2'821'300 | 2'786'020 | 2'786'020 | 78'622 CHF | 106'482 CHF | 99.81% | 99.81% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'885'700 | 2'885'700 | 2'896'340 | 2'896'340 | 72'409 CHF | 101'372 CHF | 100.00% | 100.00% |
03.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'961'700 | 2'961'700 | 2'976'820 | 2'976'820 | 74'420 CHF | 104'189 CHF | 100.00% | 100.00% |
02.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 105'000 CHF | 100.00% | 100.00% |
01.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 105'000 CHF | 89.23% | 89.23% |