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 | 2.95% | 0.36 CHF | 0.37 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 334'515 CHF | 137'806 CHF | 98.64% | 98.64% |
12.07.2024 | 4.47% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 416'016 | 221'004 CHF | 95'679 CHF | 99.08% | 99.08% |
11.07.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'701 | 379'072 CHF | 156'650 CHF | 98.24% | 98.24% |
10.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 1'000'000 | 400'000 | 1'000'000 | 412'278 | 373'588 CHF | 157'959 CHF | 99.16% | 99.16% |
09.07.2024 | 3.19% | 0.35 CHF | 0.36 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'993 | 308'738 CHF | 159'367 CHF | 99.01% | 99.01% |
08.07.2024 | 3.46% | 0.33 CHF | 0.34 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 284'591 CHF | 147'296 CHF | 98.94% | 98.94% |
05.07.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 297'526 CHF | 153'763 CHF | 98.86% | 98.86% |
04.07.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 270'937 CHF | 140'468 CHF | 99.37% | 99.37% |
03.07.2024 | 4.43% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'562 | 222'554 CHF | 116'168 CHF | 98.83% | 98.83% |
02.07.2024 | 8.73% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 999'979 | 499'975 | 116'006 CHF | 63'001 CHF | 97.25% | 97.25% |