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 | 1.56% | 0.60 CHF | 0.61 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 637'822 CHF | 259'129 CHF | 99.27% | 99.27% |
12.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 620'414 CHF | 252'165 CHF | 99.27% | 99.27% |
11.07.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 641'683 CHF | 260'673 CHF | 99.27% | 99.27% |
10.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 583'399 CHF | 237'360 CHF | 99.27% | 99.27% |
09.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 573'624 CHF | 233'450 CHF | 99.27% | 99.27% |
08.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 549'732 CHF | 223'893 CHF | 99.24% | 99.24% |
05.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 529'347 CHF | 215'739 CHF | 99.27% | 99.27% |
04.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 564'616 CHF | 229'847 CHF | 99.27% | 99.27% |
03.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 539'032 CHF | 219'613 CHF | 99.27% | 99.27% |
02.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 579'824 CHF | 235'930 CHF | 99.27% | 99.27% |