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 | 2.39% | 0.22 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 621'254 CHF | 636'254 CHF | 100.00% | 100.00% |
12.07.2024 | 2.42% | 0.19 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 612'030 CHF | 627'030 CHF | 100.00% | 100.00% |
11.07.2024 | 2.24% | 0.22 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 661'800 CHF | 676'800 CHF | 100.00% | 100.00% |
10.07.2024 | 2.10% | 0.23 CHF | 0.24 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 706'925 CHF | 721'925 CHF | 100.00% | 100.00% |
09.07.2024 | 2.11% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 2'996'690 | 2'996'690 | 705'085 CHF | 720'085 CHF | 100.00% | 100.00% |
08.07.2024 | 2.42% | 0.22 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 612'813 CHF | 627'813 CHF | 100.00% | 100.00% |
05.07.2024 | 2.47% | 0.21 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 600'731 CHF | 615'731 CHF | 99.64% | 99.64% |
04.07.2024 | 2.40% | 0.20 CHF | 0.21 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 616'757 CHF | 631'757 CHF | 99.27% | 99.27% |
03.07.2024 | 2.27% | 0.22 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 653'882 CHF | 668'882 CHF | 100.00% | 100.00% |
02.07.2024 | 2.16% | 0.24 CHF | 0.25 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 745'838 CHF | 762'157 CHF | 100.00% | 100.00% |