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 | 4.85% | 0.20 CHF | 0.21 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 201'499 CHF | 52'875 CHF | 99.27% | 99.27% |
12.07.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 247'647 CHF | 64'412 CHF | 99.27% | 99.27% |
11.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 240'323 CHF | 62'581 CHF | 99.27% | 99.27% |
10.07.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 210'394 CHF | 55'098 CHF | 99.27% | 99.27% |
09.07.2024 | 4.51% | 0.20 CHF | 0.21 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 217'193 CHF | 56'798 CHF | 99.27% | 99.27% |
08.07.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 218'920 CHF | 57'230 CHF | 99.21% | 99.21% |
05.07.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 240'540 CHF | 62'635 CHF | 99.26% | 99.26% |
04.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 240'294 CHF | 62'574 CHF | 99.27% | 99.27% |
03.07.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 245'226 CHF | 63'807 CHF | 99.27% | 99.27% |
02.07.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 244'200 CHF | 63'550 CHF | 99.26% | 99.26% |