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 | 46.91% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 49'637 CHF | 79'637 CHF | 100.00% | 100.00% |
12.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 75'000 CHF | 100.00% | 100.00% |
11.07.2024 | 49.93% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'107 CHF | 75'107 CHF | 100.00% | 100.00% |
10.07.2024 | 48.46% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 47'309 CHF | 77'309 CHF | 100.00% | 100.00% |
09.07.2024 | 45.66% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 51'509 CHF | 81'509 CHF | 99.73% | 99.73% |
08.07.2024 | 48.17% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 47'746 CHF | 77'746 CHF | 99.32% | 99.32% |
05.07.2024 | 49.51% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'739 CHF | 75'739 CHF | 100.00% | 100.00% |
04.07.2024 | 42.28% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 56'585 CHF | 86'585 CHF | 99.57% | 99.57% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 100.00% | 100.00% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 90'000 CHF | 100.00% | 100.00% |