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 | 3.81% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 386'522 CHF | 401'522 CHF | 100.00% | 100.00% |
12.07.2024 | 3.94% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 373'675 CHF | 388'675 CHF | 99.85% | 99.85% |
11.07.2024 | 4.12% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 357'025 CHF | 372'025 CHF | 71.50% | 71.50% |
10.07.2024 | 4.44% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 330'075 CHF | 345'075 CHF | 99.38% | 99.38% |
09.07.2024 | 4.45% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'996'680 | 2'996'680 | 329'941 CHF | 344'941 CHF | 100.00% | 100.00% |
08.07.2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 344'706 CHF | 359'706 CHF | 100.00% | 100.00% |
05.07.2024 | 4.34% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 338'646 CHF | 353'646 CHF | 100.00% | 100.00% |
04.07.2024 | 4.50% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 326'277 CHF | 341'277 CHF | 100.00% | 100.00% |
03.07.2024 | 4.77% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 307'441 CHF | 322'441 CHF | 100.00% | 100.00% |
02.07.2024 | 5.10% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 286'555 CHF | 301'555 CHF | 99.95% | 99.95% |