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 | 28.98% | 0.03 CHF | 0.04 CHF | 2'541'800 | 2'541'800 | 1'127'590 | 1'127'590 | 33'798 CHF | 45'095 CHF | 100.00% | 100.00% |
12.07.2024 | 29.33% | 0.03 CHF | 0.04 CHF | 2'562'900 | 2'562'900 | 1'109'860 | 1'109'860 | 33'517 CHF | 44'736 CHF | 100.00% | 100.00% |
11.07.2024 | 32.92% | 0.03 CHF | 0.04 CHF | 2'870'300 | 2'870'300 | 1'267'700 | 1'267'700 | 34'259 CHF | 46'960 CHF | 100.00% | 100.00% |
10.07.2024 | 33.90% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'342'420 | 1'342'420 | 33'560 CHF | 47'043 CHF | 99.90% | 99.90% |
09.07.2024 | 35.80% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'328'900 | 1'328'900 | 33'223 CHF | 47'123 CHF | 97.09% | 99.70% |
08.07.2024 | 35.42% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'332'170 | 1'332'170 | 33'304 CHF | 47'059 CHF | 99.32% | 99.32% |
05.07.2024 | 33.71% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'364'190 | 1'364'190 | 34'105 CHF | 47'790 CHF | 99.90% | 99.90% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'236'300 | 1'236'300 | 990'569 | 990'569 | 24'764 CHF | 34'670 CHF | 99.58% | 99.58% |
03.07.2024 | 37.08% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'314'840 | 1'314'840 | 32'871 CHF | 47'047 CHF | 100.00% | 100.00% |
02.07.2024 | 35.12% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'398'020 | 1'398'020 | 33'592 CHF | 47'700 CHF | 100.00% | 100.00% |