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 | 2.58% | 0.36 CHF | 0.37 CHF | 1'000'000 | 500'000 | 999'772 | 500'000 | 383'999 CHF | 197'044 CHF | 99.27% | 99.27% |
12.07.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 1'000'000 | 500'000 | 999'893 | 500'000 | 368'854 CHF | 189'447 CHF | 99.27% | 99.27% |
11.07.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'651 | 391'378 CHF | 200'558 CHF | 99.27% | 99.27% |
10.07.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 346'953 CHF | 178'476 CHF | 99.27% | 99.27% |
09.07.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 339'921 CHF | 174'961 CHF | 99.27% | 99.27% |
08.07.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 1'000'000 | 500'000 | 999'552 | 500'000 | 322'818 CHF | 166'480 CHF | 99.25% | 99.25% |
05.07.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'535 | 308'510 CHF | 159'110 CHF | 99.27% | 99.27% |
04.07.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 334'614 CHF | 172'307 CHF | 99.27% | 99.27% |
03.07.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 316'935 CHF | 163'467 CHF | 99.27% | 99.27% |
02.07.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 346'910 CHF | 178'455 CHF | 99.27% | 99.27% |