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 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
12.07.2024 | 33.13% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'644 CHF | 105'644 CHF | 100.00% | 100.00% |
11.07.2024 | 30.90% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 82'650 CHF | 112'650 CHF | 99.83% | 99.83% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
09.07.2024 | 28.62% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'996'660 | 2'996'660 | 89'900 CHF | 119'900 CHF | 99.73% | 99.73% |
08.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
05.07.2024 | 28.70% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 89'590 CHF | 119'590 CHF | 99.81% | 99.81% |
04.07.2024 | 29.20% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 88'033 CHF | 118'033 CHF | 100.00% | 100.00% |
03.07.2024 | 30.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 84'447 CHF | 114'447 CHF | 100.00% | 100.00% |
02.07.2024 | 29.01% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 88'609 CHF | 118'609 CHF | 100.00% | 100.00% |