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 | 50.57% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'969'420 | 2'969'420 | 44'541 CHF | 74'323 CHF | 100.00% | 100.00% |
12.07.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'862'160 | 2'862'160 | 42'932 CHF | 71'617 CHF | 99.90% | 99.90% |
11.07.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'750'620 | 2'750'620 | 41'259 CHF | 68'828 CHF | 99.99% | 99.99% |
10.07.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'723'590 | 2'723'590 | 54'472 CHF | 81'770 CHF | 100.00% | 100.00% |
09.07.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'528'800 | 2'528'800 | 50'576 CHF | 75'927 CHF | 100.00% | 100.00% |
08.07.2024 | 40.47% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'611'080 | 2'611'080 | 52'222 CHF | 78'395 CHF | 100.00% | 100.00% |
05.07.2024 | 40.56% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'695'440 | 2'695'440 | 53'909 CHF | 80'964 CHF | 99.90% | 99.90% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'727'600 | 2'727'600 | 54'552 CHF | 81'828 CHF | 100.00% | 100.00% |
03.07.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'534'970 | 2'534'970 | 50'700 CHF | 76'112 CHF | 100.00% | 100.00% |
02.07.2024 | 34.69% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'422'700 | 2'422'700 | 58'665 CHF | 82'954 CHF | 100.00% | 100.00% |