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 | 4.39% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 334'484 CHF | 349'484 CHF | 100.00% | 100.00% |
12.07.2024 | 4.20% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 349'769 CHF | 364'769 CHF | 100.00% | 100.00% |
11.07.2024 | 4.71% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 310'829 CHF | 325'829 CHF | 100.00% | 100.00% |
10.07.2024 | 5.19% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 281'634 CHF | 296'634 CHF | 100.00% | 100.00% |
09.07.2024 | 5.06% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'996'690 | 2'996'690 | 290'319 CHF | 305'319 CHF | 100.00% | 100.00% |
08.07.2024 | 4.05% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 363'700 CHF | 378'700 CHF | 100.00% | 100.00% |
05.07.2024 | 3.86% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 381'208 CHF | 396'208 CHF | 99.64% | 99.64% |
04.07.2024 | 4.01% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 366'625 CHF | 381'625 CHF | 99.27% | 99.27% |
03.07.2024 | 4.38% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 335'235 CHF | 350'235 CHF | 100.00% | 100.00% |
02.07.2024 | 5.31% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 275'320 CHF | 290'320 CHF | 100.00% | 100.00% |