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 | 40.50% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'964'560 | 2'964'560 | 59'446 CHF | 89'224 CHF | 98.75% | 98.75% |
12.07.2024 | 29.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'969'160 | 2'969'160 | 88'543 CHF | 118'324 CHF | 99.75% | 99.75% |
11.07.2024 | 37.85% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'955'150 | 2'955'150 | 65'665 CHF | 95'447 CHF | 100.00% | 100.00% |
10.07.2024 | 39.59% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'967'150 | 2'967'150 | 61'519 CHF | 91'300 CHF | 100.00% | 100.00% |
09.07.2024 | 33.82% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'968'290 | 2'968'290 | 74'207 CHF | 103'987 CHF | 99.14% | 99.14% |
08.07.2024 | 30.24% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'968'340 | 2'968'340 | 85'239 CHF | 115'019 CHF | 100.00% | 100.00% |
05.07.2024 | 32.47% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'971'500 | 2'971'500 | 78'356 CHF | 108'135 CHF | 99.29% | 99.29% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 95.28% | 95.28% |
03.07.2024 | 25.27% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'719'370 | 2'719'370 | 95'859 CHF | 123'115 CHF | 96.25% | 96.25% |
02.07.2024 | 15.25% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'096'780 | 2'096'780 | 129'166 CHF | 150'260 CHF | 99.17% | 99.17% |