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 | 100.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 CHF | 45'000 CHF | 100.00% | 100.00% |
12.07.2024 | 28.25% | 0.04 CHF | 0.05 CHF | 1'273'400 | 1'273'400 | 1'283'830 | 1'283'830 | 39'093 CHF | 51'931 CHF | 100.00% | 100.00% |
11.07.2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1'351'900 | 1'351'900 | 1'357'300 | 1'357'300 | 40'698 CHF | 54'271 CHF | 99.83% | 99.83% |
10.07.2024 | 33.30% | 0.03 CHF | 0.04 CHF | 1'414'900 | 1'414'900 | 1'420'510 | 1'420'510 | 35'565 CHF | 49'770 CHF | 100.00% | 100.00% |
09.07.2024 | 30.26% | 0.03 CHF | 0.04 CHF | 1'328'500 | 1'328'500 | 1'313'370 | 1'313'370 | 37'141 CHF | 50'290 CHF | 99.73% | 99.73% |
08.07.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1'268'800 | 1'268'800 | 1'262'930 | 1'262'930 | 37'840 CHF | 50'470 CHF | 100.00% | 100.00% |
05.07.2024 | 25.83% | 0.03 CHF | 0.04 CHF | 1'187'300 | 1'187'300 | 1'172'490 | 1'172'490 | 39'659 CHF | 51'383 CHF | 99.81% | 99.81% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'260'500 | 1'260'500 | 1'265'180 | 1'265'180 | 37'955 CHF | 50'607 CHF | 100.00% | 100.00% |
03.07.2024 | 28.76% | 0.03 CHF | 0.04 CHF | 1'327'500 | 1'327'500 | 1'334'310 | 1'334'310 | 39'756 CHF | 53'100 CHF | 100.00% | 100.00% |
02.07.2024 | 32.80% | 0.03 CHF | 0.04 CHF | 1'368'900 | 1'368'900 | 1'377'080 | 1'377'080 | 35'188 CHF | 48'959 CHF | 99.99% | 99.99% |