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 | 3.12% | 0.34 CHF | 0.35 CHF | 1'000'000 | 400'000 | 1'000'000 | 485'143 | 316'189 CHF | 157'877 CHF | 98.18% | 98.18% |
12.07.2024 | 4.34% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 226'740 CHF | 118'370 CHF | 98.70% | 98.70% |
11.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 340'323 CHF | 175'162 CHF | 98.29% | 98.29% |
10.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 337'332 CHF | 173'666 CHF | 99.14% | 99.14% |
09.07.2024 | 3.46% | 0.31 CHF | 0.32 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 284'760 CHF | 147'380 CHF | 98.97% | 98.97% |
08.07.2024 | 3.73% | 0.30 CHF | 0.31 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 263'167 CHF | 136'584 CHF | 98.85% | 98.85% |
05.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 271'030 CHF | 140'515 CHF | 98.64% | 98.64% |
04.07.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 250'864 CHF | 130'432 CHF | 99.37% | 99.37% |
03.07.2024 | 4.66% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 210'904 CHF | 110'452 CHF | 98.81% | 98.81% |
02.07.2024 | 7.92% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 125'463 CHF | 67'732 CHF | 97.38% | 97.38% |