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 | 50.53% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'514'900 | 2'514'900 | 37'724 CHF | 62'930 CHF | 99.39% | 99.39% |
12.07.2024 | 42.34% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'328'440 | 2'328'440 | 43'706 CHF | 67'065 CHF | 100.00% | 100.00% |
11.07.2024 | 50.78% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'615'600 | 2'615'600 | 39'287 CHF | 65'643 CHF | 100.00% | 100.00% |
10.07.2024 | 42.92% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'301'500 | 2'301'500 | 42'601 CHF | 65'671 CHF | 100.00% | 100.00% |
09.07.2024 | 42.34% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'284'300 | 2'284'300 | 42'960 CHF | 65'872 CHF | 99.95% | 99.95% |
08.07.2024 | 40.58% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'343'240 | 2'343'240 | 46'716 CHF | 70'200 CHF | 99.86% | 99.86% |
05.07.2024 | 48.63% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'597'170 | 2'597'170 | 41'880 CHF | 67'938 CHF | 99.66% | 99.66% |
04.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2'845'600 | 2'845'600 | 2'591'140 | 2'591'140 | 38'867 CHF | 64'778 CHF | 99.00% | 99.00% |
03.07.2024 | 40.92% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'334'680 | 2'334'680 | 46'034 CHF | 69'432 CHF | 100.00% | 100.00% |
02.07.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'272'300 | 2'272'300 | 45'446 CHF | 68'220 CHF | 98.82% | 98.82% |