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 | 26.55% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 98'491 CHF | 128'491 CHF | 100.00% | 100.00% |
12.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 135'000 CHF | 100.00% | 100.00% |
11.07.2024 | 26.46% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 98'885 CHF | 128'885 CHF | 100.00% | 100.00% |
10.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 135'000 CHF | 100.00% | 100.00% |
09.07.2024 | 25.04% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'996'600 | 2'996'600 | 104'881 CHF | 134'881 CHF | 100.00% | 100.00% |
08.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 135'000 CHF | 100.00% | 100.00% |
05.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 135'000 CHF | 100.00% | 100.00% |
04.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 135'000 CHF | 100.00% | 100.00% |
03.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 135'000 CHF | 100.00% | 100.00% |
02.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 135'000 CHF | 100.00% | 100.00% |