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 | 3.66% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 403'075 CHF | 418'075 CHF | 100.00% | 100.00% |
12.07.2024 | 3.74% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 394'524 CHF | 409'524 CHF | 100.00% | 100.00% |
11.07.2024 | 3.30% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 447'035 CHF | 462'035 CHF | 99.99% | 99.99% |
10.07.2024 | 2.99% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 495'412 CHF | 510'412 CHF | 100.00% | 100.00% |
09.07.2024 | 2.99% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 2'996'690 | 2'996'690 | 495'383 CHF | 510'383 CHF | 100.00% | 100.00% |
08.07.2024 | 3.67% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 402'147 CHF | 417'147 CHF | 100.00% | 100.00% |
05.07.2024 | 3.79% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 388'822 CHF | 403'822 CHF | 99.64% | 99.64% |
04.07.2024 | 3.63% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 405'993 CHF | 420'993 CHF | 99.27% | 99.27% |
03.07.2024 | 3.33% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 444'232 CHF | 459'232 CHF | 100.00% | 100.00% |
02.07.2024 | 2.71% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 546'907 CHF | 561'907 CHF | 99.99% | 99.99% |