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 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'125'040 | 2'125'040 | 42'501 CHF | 63'806 CHF | 100.00% | 100.00% |
12.07.2024 | 51.18% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'165'310 | 2'165'310 | 33'873 CHF | 56'156 CHF | 100.00% | 100.00% |
11.07.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'923'310 | 1'923'310 | 38'466 CHF | 57'746 CHF | 100.00% | 100.00% |
10.07.2024 | 33.80% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'885'720 | 1'885'720 | 47'073 CHF | 65'975 CHF | 99.89% | 99.89% |
09.07.2024 | 34.54% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'909'180 | 1'909'180 | 46'263 CHF | 65'401 CHF | 99.74% | 99.74% |
08.07.2024 | 40.43% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'978'410 | 1'978'410 | 39'676 CHF | 59'509 CHF | 99.28% | 99.28% |
05.07.2024 | 38.38% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'853'240 | 1'853'240 | 40'981 CHF | 59'557 CHF | 100.00% | 100.00% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'131'700 | 2'131'700 | 1'708'090 | 1'708'090 | 42'702 CHF | 59'783 CHF | 99.61% | 99.61% |
03.07.2024 | 40.05% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'901'160 | 1'901'160 | 38'984 CHF | 58'041 CHF | 100.00% | 100.00% |
02.07.2024 | 34.06% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'866'070 | 1'866'070 | 46'211 CHF | 64'960 CHF | 100.00% | 100.00% |