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 | 1.43% | 0.68 CHF | 0.69 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 696'014 CHF | 282'406 CHF | 99.27% | 99.27% |
12.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 657'394 CHF | 266'958 CHF | 99.27% | 99.27% |
11.07.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 681'744 CHF | 276'698 CHF | 99.27% | 99.27% |
10.07.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 638'350 CHF | 259'340 CHF | 99.27% | 99.27% |
09.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 667'302 CHF | 270'921 CHF | 99.27% | 99.27% |
08.07.2024 | 1.65% | 0.65 CHF | 0.66 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 603'088 CHF | 245'235 CHF | 99.24% | 99.24% |
05.07.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 540'991 CHF | 220'397 CHF | 99.27% | 99.27% |
04.07.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 1'000'000 | 400'000 | 999'991 | 400'000 | 538'304 CHF | 219'323 CHF | 99.27% | 99.27% |
03.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'992 | 524'419 CHF | 213'764 CHF | 99.27% | 99.27% |
02.07.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 1'000'000 | 400'000 | 999'992 | 399'992 | 561'830 CHF | 228'729 CHF | 99.27% | 99.27% |