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 | 34.44% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'798'420 | 1'798'420 | 43'445 CHF | 61'472 CHF | 100.00% | 100.00% |
12.07.2024 | 34.68% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'728'820 | 1'728'820 | 45'361 CHF | 63'097 CHF | 100.00% | 100.00% |
11.07.2024 | 36.91% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'959'750 | 1'959'750 | 45'620 CHF | 65'265 CHF | 100.00% | 100.00% |
10.07.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'045'080 | 2'045'080 | 40'902 CHF | 61'403 CHF | 99.89% | 99.89% |
09.07.2024 | 40.47% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'033'060 | 2'033'060 | 40'675 CHF | 61'056 CHF | 99.73% | 99.73% |
08.07.2024 | 35.21% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'932'080 | 1'932'080 | 45'095 CHF | 64'463 CHF | 99.29% | 99.29% |
05.07.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'013'720 | 2'013'720 | 40'274 CHF | 60'461 CHF | 100.00% | 100.00% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'417'300 | 2'417'300 | 1'936'960 | 1'936'960 | 38'739 CHF | 58'109 CHF | 99.62% | 99.62% |
03.07.2024 | 36.09% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'962'430 | 1'962'430 | 44'582 CHF | 64'255 CHF | 100.00% | 100.00% |
02.07.2024 | 40.49% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'026'120 | 2'026'120 | 40'741 CHF | 61'102 CHF | 100.00% | 100.00% |