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 | 33.76% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'966'080 | 2'966'080 | 74'470 CHF | 104'251 CHF | 99.98% | 99.98% |
12.07.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'971'870 | 2'971'870 | 74'297 CHF | 104'078 CHF | 100.00% | 100.00% |
11.07.2024 | 34.00% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'957'280 | 2'957'280 | 73'932 CHF | 103'712 CHF | 100.00% | 100.00% |
10.07.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'971'870 | 2'971'870 | 74'297 CHF | 104'078 CHF | 100.00% | 100.00% |
09.07.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'971'860 | 2'971'860 | 74'297 CHF | 104'078 CHF | 100.00% | 100.00% |
08.07.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'971'780 | 2'971'780 | 74'295 CHF | 104'075 CHF | 100.00% | 100.00% |
05.07.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'971'740 | 2'971'740 | 74'294 CHF | 104'074 CHF | 99.82% | 99.82% |
04.07.2024 | 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 | 98.30% | 98.30% |
03.07.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'971'810 | 2'971'810 | 74'295 CHF | 104'076 CHF | 100.00% | 100.00% |
02.07.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'959'280 | 2'959'280 | 73'982 CHF | 103'637 CHF | 100.00% | 100.00% |