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 | 4.07% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 361'231 CHF | 376'231 CHF | 100.00% | 100.00% |
12.07.2024 | 3.93% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 374'210 CHF | 389'210 CHF | 99.84% | 99.84% |
11.07.2024 | 3.77% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 391'218 CHF | 406'218 CHF | 71.51% | 71.51% |
10.07.2024 | 3.47% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 424'416 CHF | 439'416 CHF | 99.38% | 99.38% |
09.07.2024 | 3.45% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 2'996'680 | 2'996'680 | 427'803 CHF | 442'803 CHF | 100.00% | 100.00% |
08.07.2024 | 3.58% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 411'912 CHF | 426'912 CHF | 100.00% | 100.00% |
05.07.2024 | 3.50% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 421'346 CHF | 436'346 CHF | 100.00% | 100.00% |
04.07.2024 | 3.29% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 448'110 CHF | 463'110 CHF | 100.00% | 100.00% |
03.07.2024 | 3.14% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 470'608 CHF | 485'608 CHF | 100.00% | 100.00% |
02.07.2024 | 2.86% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 517'787 CHF | 532'787 CHF | 99.95% | 99.95% |