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 | 40.78% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'670 | 2'987'670 | 58'578 CHF | 88'455 CHF | 100.00% | 100.00% |
12.07.2024 | 40.05% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 59'676 CHF | 89'552 CHF | 100.00% | 100.00% |
11.07.2024 | 49.26% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 45'930 CHF | 75'806 CHF | 100.00% | 100.00% |
10.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 44'814 CHF | 74'691 CHF | 100.00% | 100.00% |
09.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 44'815 CHF | 74'691 CHF | 100.00% | 100.00% |
08.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 44'814 CHF | 74'691 CHF | 100.00% | 100.00% |
05.07.2024 | 42.98% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'610 | 2'987'610 | 55'285 CHF | 85'161 CHF | 99.81% | 99.81% |
04.07.2024 | 49.58% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'570 | 2'987'570 | 45'439 CHF | 75'315 CHF | 99.49% | 99.49% |
03.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'550 | 2'987'550 | 44'813 CHF | 74'689 CHF | 99.36% | 99.36% |
02.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'610 | 2'987'610 | 44'814 CHF | 74'690 CHF | 100.00% | 100.00% |