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 | 22.22% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 119'505 CHF | 149'381 CHF | 100.00% | 100.00% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 119'505 CHF | 149'382 CHF | 100.00% | 100.00% |
11.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 119'505 CHF | 149'381 CHF | 100.00% | 100.00% |
10.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 104'553 CHF | 134'430 CHF | 100.00% | 100.00% |
09.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'600 | 2'987'600 | 104'566 CHF | 134'442 CHF | 99.74% | 99.74% |
08.07.2024 | 23.85% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'540 | 2'987'540 | 110'735 CHF | 140'611 CHF | 99.30% | 99.30% |
05.07.2024 | 22.72% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 116'826 CHF | 146'702 CHF | 100.00% | 100.00% |
04.07.2024 | 24.38% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'570 | 2'987'570 | 107'937 CHF | 137'813 CHF | 99.55% | 99.55% |
03.07.2024 | 24.18% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 108'920 CHF | 138'796 CHF | 100.00% | 100.00% |
02.07.2024 | 25.26% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'540 | 2'987'540 | 103'466 CHF | 133'341 CHF | 99.38% | 99.38% |