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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 3.85% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 382'472 CHF | 397'472 CHF | 100.00% | 100.00% |
24.07.2024 | 3.91% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 376'239 CHF | 391'239 CHF | 99.82% | 99.82% |
23.07.2024 | 3.97% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 370'657 CHF | 385'657 CHF | 100.00% | 100.00% |
22.07.2024 | 4.02% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 365'692 CHF | 380'692 CHF | 100.00% | 100.00% |
19.07.2024 | 3.95% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 372'076 CHF | 387'076 CHF | 100.00% | 100.00% |
18.07.2024 | 3.89% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 377'874 CHF | 392'874 CHF | 100.00% | 100.00% |
17.07.2024 | 3.89% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'987'520 | 2'987'520 | 380'176 CHF | 395'176 CHF | 100.00% | 100.00% |
16.07.2024 | 3.89% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'999'150 | 2'999'150 | 377'806 CHF | 392'806 CHF | 100.00% | 100.00% |
15.07.2024 | 4.06% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 362'191 CHF | 377'191 CHF | 100.00% | 100.00% |
12.07.2024 | 4.10% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 358'791 CHF | 373'791 CHF | 100.00% | 100.00% |