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 | 4.08% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 359'995 CHF | 374'995 CHF | 100.00% | 100.00% |
24.07.2024 | 4.30% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 341'220 CHF | 356'220 CHF | 100.00% | 100.00% |
23.07.2024 | 4.48% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 327'723 CHF | 342'723 CHF | 100.00% | 100.00% |
22.07.2024 | 4.41% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 332'709 CHF | 347'709 CHF | 100.00% | 100.00% |
19.07.2024 | 4.25% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 345'684 CHF | 360'684 CHF | 99.99% | 99.99% |
18.07.2024 | 4.42% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 331'754 CHF | 346'754 CHF | 100.00% | 100.00% |
17.07.2024 | 4.46% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'989'780 | 2'989'780 | 330'143 CHF | 345'143 CHF | 100.00% | 100.00% |
16.07.2024 | 4.52% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 324'268 CHF | 339'268 CHF | 99.99% | 99.99% |
15.07.2024 | 4.81% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 304'744 CHF | 319'744 CHF | 100.00% | 100.00% |
12.07.2024 | 4.69% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 312'155 CHF | 327'155 CHF | 100.00% | 100.00% |