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 | 3.43% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 430'218 CHF | 445'218 CHF | 100.00% | 100.00% |
12.07.2024 | 3.57% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 412'656 CHF | 427'656 CHF | 100.00% | 100.00% |
11.07.2024 | 3.75% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 393'112 CHF | 408'112 CHF | 100.00% | 100.00% |
10.07.2024 | 3.94% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 373'038 CHF | 388'038 CHF | 100.00% | 100.00% |
09.07.2024 | 4.20% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'996'620 | 2'996'620 | 349'872 CHF | 364'872 CHF | 100.00% | 100.00% |
08.07.2024 | 3.95% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 372'257 CHF | 387'257 CHF | 100.00% | 100.00% |
05.07.2024 | 4.01% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 366'503 CHF | 381'503 CHF | 100.00% | 100.00% |
04.07.2024 | 4.23% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 347'259 CHF | 362'259 CHF | 100.00% | 100.00% |
03.07.2024 | 4.33% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 339'312 CHF | 354'312 CHF | 100.00% | 100.00% |
02.07.2024 | 4.70% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 312'079 CHF | 327'079 CHF | 100.00% | 100.00% |