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 | 1.72% | 0.59 CHF | 0.60 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'727'150 CHF | 1'757'150 CHF | 100.00% | 100.00% |
12.07.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'610'320 CHF | 1'640'320 CHF | 100.00% | 100.00% |
11.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'572'450 CHF | 1'602'450 CHF | 100.00% | 100.00% |
10.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'453'820 CHF | 1'483'820 CHF | 100.00% | 100.00% |
09.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'462'630 CHF | 1'492'630 CHF | 100.00% | 100.00% |
08.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'489'860 CHF | 1'519'860 CHF | 98.18% | 98.18% |
05.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'461'730 CHF | 1'491'730 CHF | 100.00% | 100.00% |
04.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 2'064'800 | 2'064'800 | 2'795'590 | 2'795'590 | 1'389'180 CHF | 1'417'140 CHF | 100.00% | 100.00% |
03.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'488'480 CHF | 1'518'480 CHF | 100.00% | 100.00% |
02.07.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'404'990 CHF | 1'434'990 CHF | 100.00% | 100.00% |