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 | 5.04% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 290'561 CHF | 305'561 CHF | 100.00% | 100.00% |
12.07.2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 285'000 CHF | 300'000 CHF | 100.00% | 100.00% |
11.07.2024 | 5.12% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 285'754 CHF | 300'754 CHF | 100.00% | 100.00% |
10.07.2024 | 4.90% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 298'644 CHF | 313'644 CHF | 100.00% | 100.00% |
09.07.2024 | 4.98% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'620 | 2'999'620 | 293'986 CHF | 308'986 CHF | 100.00% | 100.00% |
08.07.2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 285'000 CHF | 300'000 CHF | 98.72% | 98.72% |
05.07.2024 | 5.14% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 284'160 CHF | 299'160 CHF | 100.00% | 100.00% |
04.07.2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 284'999 CHF | 299'999 CHF | 100.00% | 100.00% |
03.07.2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 300'000 CHF | 315'000 CHF | 100.00% | 100.00% |
02.07.2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 300'000 CHF | 315'000 CHF | 100.00% | 100.00% |