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 | 20.39% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'971'590 | 2'971'590 | 133'411 CHF | 163'190 CHF | 98.88% | 98.88% |
12.07.2024 | 18.85% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'971'870 | 2'971'870 | 145'492 CHF | 175'274 CHF | 99.99% | 99.99% |
11.07.2024 | 20.26% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'957'940 | 2'957'940 | 134'835 CHF | 164'617 CHF | 100.00% | 100.00% |
10.07.2024 | 18.89% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'967'230 | 2'967'230 | 145'305 CHF | 175'086 CHF | 99.89% | 99.89% |
09.07.2024 | 18.47% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'971'710 | 2'971'710 | 148'585 CHF | 178'365 CHF | 99.43% | 99.43% |
08.07.2024 | 18.42% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'950'870 | 2'950'870 | 148'301 CHF | 177'899 CHF | 100.00% | 100.00% |
05.07.2024 | 17.05% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'808'040 | 2'808'040 | 153'360 CHF | 181'503 CHF | 99.35% | 99.35% |
04.07.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'835'170 | 2'835'170 | 155'934 CHF | 184'286 CHF | 99.49% | 99.49% |
03.07.2024 | 15.89% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'782'740 | 2'782'740 | 164'178 CHF | 192'068 CHF | 99.36% | 99.36% |
02.07.2024 | 15.65% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'691'560 | 2'691'560 | 161'368 CHF | 188'346 CHF | 100.00% | 100.00% |