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 | 4.05% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'753 | 242'835 CHF | 101'302 CHF | 98.20% | 98.20% |
12.07.2024 | 6.39% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 153'526 CHF | 81'763 CHF | 98.42% | 98.42% |
11.07.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 285'903 CHF | 147'951 CHF | 98.21% | 98.21% |
10.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 281'335 CHF | 145'667 CHF | 99.24% | 99.24% |
09.07.2024 | 4.33% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 226'385 CHF | 118'193 CHF | 99.13% | 99.13% |
08.07.2024 | 4.76% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 205'705 CHF | 107'853 CHF | 98.76% | 98.76% |
05.07.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 218'487 CHF | 114'244 CHF | 99.07% | 99.07% |
04.07.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'787 | 196'092 CHF | 103'001 CHF | 99.36% | 99.36% |
03.07.2024 | 6.27% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 156'419 CHF | 83'210 CHF | 98.79% | 98.79% |
02.07.2024 | 13.38% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'923 CHF | 42'461 CHF | 97.34% | 97.34% |