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 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 105'000 CHF | 100.00% | 100.00% |
11.07.2024 | 38.71% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 62'910 CHF | 92'910 CHF | 99.83% | 99.83% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 100.00% | 100.00% |
09.07.2024 | 39.30% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'996'710 | 2'996'710 | 61'639 CHF | 91'639 CHF | 99.73% | 99.73% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 100.00% | 100.00% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 99.81% | 99.81% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 100.00% | 100.00% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 100.00% | 100.00% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 100.00% | 100.00% |
01.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 89.25% | 89.25% |