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 | 40.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'627'950 | 2'627'950 | 52'559 CHF | 78'920 CHF | 100.00% | 100.00% |
12.07.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'564'230 | 2'564'230 | 51'285 CHF | 76'990 CHF | 99.90% | 99.90% |
11.07.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'806'940 | 2'806'940 | 56'139 CHF | 84'271 CHF | 99.99% | 99.99% |
10.07.2024 | 48.85% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'823'800 | 2'823'800 | 44'863 CHF | 73'164 CHF | 100.00% | 100.00% |
09.07.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'949'130 | 2'949'130 | 44'237 CHF | 73'791 CHF | 100.00% | 100.00% |
08.07.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'881'260 | 2'881'260 | 43'219 CHF | 72'094 CHF | 100.00% | 100.00% |
05.07.2024 | 50.61% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'811'840 | 2'811'840 | 42'178 CHF | 70'400 CHF | 99.90% | 99.90% |
04.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'844'180 | 2'844'180 | 42'663 CHF | 71'105 CHF | 100.00% | 100.00% |
03.07.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'923'280 | 2'923'280 | 43'849 CHF | 73'145 CHF | 100.00% | 100.00% |
02.07.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'971'870 | 2'971'870 | 44'578 CHF | 74'359 CHF | 100.00% | 100.00% |