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 | 13.33% | 0.04 CHF | 0.04 CHF | 2'396'700 | 2'396'700 | 2'396'700 | 2'396'700 | 83'885 CHF | 95'868 CHF | 99.10% | 99.10% |
12.07.2024 | 13.35% | 0.03 CHF | 0.04 CHF | 2'268'600 | 2'268'600 | 2'842'740 | 2'842'740 | 99'418 CHF | 113'631 CHF | 100.00% | 100.00% |
11.07.2024 | 13.21% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 106'204 CHF | 121'204 CHF | 100.00% | 100.00% |
10.07.2024 | 12.95% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 108'687 CHF | 123'687 CHF | 100.00% | 100.00% |
09.07.2024 | 11.77% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'780 | 2'999'780 | 119'991 CHF | 134'991 CHF | 100.00% | 100.00% |
08.07.2024 | 13.33% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 120'000 CHF | 100.00% | 100.00% |
05.07.2024 | 13.33% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 120'000 CHF | 99.70% | 99.70% |
04.07.2024 | 13.01% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 108'088 CHF | 123'088 CHF | 100.00% | 100.00% |
03.07.2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'000 CHF | 135'000 CHF | 100.00% | 100.00% |
02.07.2024 | 10.74% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 132'401 CHF | 147'401 CHF | 100.00% | 100.00% |