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 | 31.06% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'610'120 | 1'610'120 | 46'560 CHF | 62'705 CHF | 100.00% | 100.00% |
12.07.2024 | 33.40% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'005'040 | 2'005'040 | 51'296 CHF | 71'396 CHF | 100.00% | 100.00% |
11.07.2024 | 31.95% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'921'120 | 1'921'120 | 51'222 CHF | 70'480 CHF | 100.00% | 100.00% |
10.07.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'833'060 | 1'833'060 | 54'992 CHF | 73'365 CHF | 99.90% | 99.90% |
09.07.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'810'840 | 1'810'840 | 54'325 CHF | 72'476 CHF | 99.74% | 99.74% |
08.07.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'791'740 | 1'791'740 | 53'752 CHF | 71'711 CHF | 99.31% | 99.31% |
05.07.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'762'500 | 1'762'500 | 52'875 CHF | 70'540 CHF | 99.89% | 99.89% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'934'300 | 1'934'300 | 1'550'180 | 1'550'180 | 46'506 CHF | 62'007 CHF | 99.58% | 99.58% |
03.07.2024 | 31.36% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'771'010 | 1'771'010 | 53'005 CHF | 71'009 CHF | 100.00% | 100.00% |
02.07.2024 | 29.86% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'892'580 | 1'892'580 | 54'994 CHF | 73'965 CHF | 100.00% | 100.00% |