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 | 3.06% | 0.18 CHF | 0.18 CHF | 2'955'700 | 2'955'700 | 2'994'940 | 2'994'940 | 482'930 CHF | 497'905 CHF | 100.00% | 100.00% |
12.07.2024 | 3.21% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 459'869 CHF | 474'869 CHF | 100.00% | 100.00% |
11.07.2024 | 3.38% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 437'134 CHF | 452'134 CHF | 100.00% | 100.00% |
10.07.2024 | 3.62% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 407'093 CHF | 422'093 CHF | 100.00% | 100.00% |
09.07.2024 | 3.93% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'996'610 | 2'996'610 | 374'893 CHF | 389'893 CHF | 100.00% | 100.00% |
08.07.2024 | 3.64% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 404'832 CHF | 419'832 CHF | 100.00% | 100.00% |
05.07.2024 | 3.70% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 397'944 CHF | 412'944 CHF | 100.00% | 100.00% |
04.07.2024 | 3.92% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 375'149 CHF | 390'149 CHF | 100.00% | 100.00% |
03.07.2024 | 4.04% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 364'317 CHF | 379'317 CHF | 100.00% | 100.00% |
02.07.2024 | 4.54% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 323'368 CHF | 338'368 CHF | 100.00% | 100.00% |