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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 44'814 CHF | 74'691 CHF | 100.00% | 100.00% |
11.07.2024 | 42.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 55'967 CHF | 85'844 CHF | 100.00% | 100.00% |
10.07.2024 | 36.81% | 0.02 CHF | 0.03 CHF | 2'622'200 | 2'622'200 | 2'665'920 | 2'665'920 | 59'758 CHF | 86'418 CHF | 100.00% | 100.00% |
09.07.2024 | 35.36% | 0.03 CHF | 0.04 CHF | 2'554'700 | 2'554'700 | 2'530'500 | 2'530'500 | 59'449 CHF | 84'754 CHF | 100.00% | 100.00% |
08.07.2024 | 33.60% | 0.03 CHF | 0.04 CHF | 2'713'800 | 2'713'800 | 2'701'510 | 2'701'510 | 67'009 CHF | 94'024 CHF | 100.00% | 100.00% |
05.07.2024 | 38.81% | 0.03 CHF | 0.04 CHF | 2'844'000 | 2'844'000 | 2'792'680 | 2'792'680 | 58'393 CHF | 86'320 CHF | 99.82% | 99.82% |
04.07.2024 | 37.43% | 0.02 CHF | 0.03 CHF | 2'877'900 | 2'877'900 | 2'875'110 | 2'875'110 | 63'025 CHF | 91'776 CHF | 99.50% | 99.50% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'757'100 | 2'757'100 | 2'745'660 | 2'745'660 | 54'913 CHF | 82'370 CHF | 99.36% | 99.36% |
02.07.2024 | 33.49% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'590 | 2'987'590 | 74'342 CHF | 104'218 CHF | 100.00% | 100.00% |
01.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'846'200 | 2'846'200 | 2'829'300 | 2'829'300 | 56'586 CHF | 84'879 CHF | 100.00% | 100.00% |