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 | 3.77% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 260'741 CHF | 135'371 CHF | 98.36% | 98.36% |
12.07.2024 | 5.34% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 183'710 CHF | 96'855 CHF | 98.98% | 98.98% |
11.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 284'052 CHF | 147'026 CHF | 98.19% | 98.19% |
10.07.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 278'431 CHF | 144'215 CHF | 99.14% | 99.14% |
09.07.2024 | 4.21% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 232'921 CHF | 121'461 CHF | 99.03% | 99.03% |
08.07.2024 | 4.59% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 213'102 CHF | 111'551 CHF | 98.55% | 98.55% |
05.07.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 219'853 CHF | 114'927 CHF | 99.14% | 99.14% |
04.07.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 202'131 CHF | 106'065 CHF | 99.37% | 99.37% |
03.07.2024 | 5.84% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 167'782 CHF | 88'891 CHF | 99.10% | 99.10% |
02.07.2024 | 10.40% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'226 CHF | 52'613 CHF | 97.34% | 97.34% |