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 | 3.33% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 442'659 CHF | 457'659 CHF | 100.00% | 100.00% |
12.07.2024 | 3.41% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 433'112 CHF | 448'112 CHF | 99.85% | 99.85% |
11.07.2024 | 3.54% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 416'354 CHF | 431'354 CHF | 71.50% | 71.50% |
10.07.2024 | 3.77% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 390'431 CHF | 405'431 CHF | 99.38% | 99.38% |
09.07.2024 | 3.78% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'996'680 | 2'996'680 | 390'206 CHF | 405'206 CHF | 100.00% | 100.00% |
08.07.2024 | 3.64% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 404'706 CHF | 419'706 CHF | 100.00% | 100.00% |
05.07.2024 | 3.68% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 399'706 CHF | 414'706 CHF | 100.00% | 100.00% |
04.07.2024 | 3.78% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 389'246 CHF | 404'246 CHF | 100.00% | 100.00% |
03.07.2024 | 4.00% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 367'858 CHF | 382'858 CHF | 100.00% | 100.00% |
02.07.2024 | 4.22% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 348'034 CHF | 363'034 CHF | 99.96% | 99.96% |