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 | 2.15% | 0.22 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 690'163 CHF | 705'163 CHF | 100.00% | 100.00% |
12.07.2024 | 2.10% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 707'260 CHF | 722'260 CHF | 100.00% | 100.00% |
11.07.2024 | 2.26% | 0.23 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 656'289 CHF | 671'289 CHF | 100.00% | 100.00% |
10.07.2024 | 2.41% | 0.21 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 615'908 CHF | 630'908 CHF | 100.00% | 100.00% |
09.07.2024 | 2.38% | 0.20 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 2'996'680 | 2'996'680 | 624'841 CHF | 639'841 CHF | 100.00% | 100.00% |
08.07.2024 | 2.18% | 0.23 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 721'214 CHF | 737'162 CHF | 100.00% | 100.00% |
05.07.2024 | 2.56% | 0.24 CHF | 0.24 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 739'589 CHF | 758'875 CHF | 99.64% | 99.64% |
04.07.2024 | 2.06% | 0.25 CHF | 0.25 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 720'365 CHF | 735'365 CHF | 99.27% | 99.27% |
03.07.2024 | 2.17% | 0.23 CHF | 0.24 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 683'177 CHF | 698'177 CHF | 100.00% | 100.00% |
02.07.2024 | 2.47% | 0.21 CHF | 0.21 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 600'237 CHF | 615'237 CHF | 100.00% | 100.00% |