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 | 4.56% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 321'469 CHF | 336'469 CHF | 99.10% | 99.10% |
12.07.2024 | 4.67% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 314'258 CHF | 329'258 CHF | 95.39% | 95.39% |
11.07.2024 | 5.55% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'945'940 | 2'945'940 | 282'473 CHF | 297'362 CHF | 99.68% | 99.68% |
10.07.2024 | 5.51% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 264'821 CHF | 279'821 CHF | 100.00% | 100.00% |
09.07.2024 | 5.42% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 269'909 CHF | 284'909 CHF | 100.00% | 100.00% |
08.07.2024 | 4.78% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 306'592 CHF | 321'592 CHF | 100.00% | 100.00% |
05.07.2024 | 4.70% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 312'399 CHF | 327'399 CHF | 99.82% | 99.82% |
04.07.2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 285'035 CHF | 300'035 CHF | 99.93% | 99.93% |
03.07.2024 | 5.48% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 266'305 CHF | 281'305 CHF | 100.00% | 100.00% |
02.07.2024 | 6.28% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 231'458 CHF | 246'458 CHF | 100.00% | 100.00% |