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 | 3.62% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 407'562 CHF | 422'562 CHF | 99.10% | 99.10% |
12.07.2024 | 3.73% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 395'052 CHF | 410'052 CHF | 95.40% | 95.40% |
11.07.2024 | 4.43% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'945'930 | 2'945'930 | 355'918 CHF | 370'807 CHF | 99.68% | 99.68% |
10.07.2024 | 4.43% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 331'561 CHF | 346'561 CHF | 100.00% | 100.00% |
09.07.2024 | 4.30% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 342'014 CHF | 357'014 CHF | 100.00% | 100.00% |
08.07.2024 | 3.80% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 387'808 CHF | 402'808 CHF | 100.00% | 100.00% |
05.07.2024 | 3.71% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 396'848 CHF | 411'848 CHF | 99.83% | 99.83% |
04.07.2024 | 4.08% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 360'533 CHF | 375'533 CHF | 99.94% | 99.94% |
03.07.2024 | 4.33% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 338'805 CHF | 353'805 CHF | 100.00% | 100.00% |
02.07.2024 | 5.01% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 292'451 CHF | 307'451 CHF | 100.00% | 100.00% |